TCM MODEL
TCM MODEL
is available in SPSS® Statistics Professional Edition or the Forecasting option.
TCM MODEL
Global subcommands:
/DATASETTINGS
[DIMENSIONS = varlist
[MAXDIMVALUES = {integer}
{10000**}
TIMETYPE = {DATETIMEVAR }
{ISO8601 }
{CYCLICPERIODS}
{NONE }
[TIMEVAR = {var
{var(TYPE=PERIOD [INCREMENT={1** }] [START={1** }]) [var(TYPE=CYCLE LEVEL=integer LENGTH=integer [START={1** }]) ...]
{integer} {integer} {integer}
[INPUTINTERVAL = {AUTODETECT**
{IRREGULAR
{YEAR[(INCREMENT = {integer})]
{1** }
{QUARTER
{MONTH[(INCREMENT = {integer})]
{1** }
{WEEK
{DAY[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**} INCREMENT = {integer}) ]
{7** } {1** }
{HOUR[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
{7** }
HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer}) ]
{24** } {0** } {1** }
{MINUTE[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
{7** }
HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer} )]
{24** } {0** } {1** }
{SECOND[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
{7** }
HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer} )]
{24** } {0** } {1** }
{DURATION(INTERVAL={HOUR } [INCREMENT = {integer}] )
{MINUTE} {1** }
{SECOND}
[ANALYSISINTERVAL = {USEINPUT** | YEAR | QUARTER | MONTH | WEEK | DAY | HOUR | MINUTE | SECOND | CYCLE(LEVEL=integer) }]
[GROUP = {SUM**} [var({SUM }) var({SUM }) ...] ]
{MEAN } {MEAN} {MEAN}
{MODE } {MODE} {MODE}
{MIN } {MIN } {MIN }
{MAX } {MAX } {MAX }
[AGGREGATE = {SUM**} [var({SUM }) var({SUM }) ...] ]
{MEAN } {MEAN} {MEAN}
{MODE } {MODE} {MODE}
{MIN } {MIN } {MIN }
{MAX } {MAX } {MAX }
[DISTRIBUTE = {SUM**} [var({SUM }) var({SUM }) ...] ]
{MEAN } {MEAN} {MEAN}
[INTERPOLATE = {LINT** | MEAN | KMEAN[(integer)] | KMEDIAN[(integer)] | LTREND}]
(2** ) (2** )
[USERMISSING = {EXCLUDE**} ]
{INCLUDE }
[MAXMISSING = {value}]
{25** }
[CROSSDAYHRS = {EXCLUDE**}]
{INCLUDE }
[/DATAFILTER
[DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
{EXCLUDE} {EXCLUDE}
[/BUILDOPTIONS
[ESTIMATIONPERIOD = {ALL**
{TIMES(START={datetime } END={datetime } FORMAT={VARIABLE})
{integerList} {integerList} {ISO8601 }
{OBSERVATIONS(TYPE={NEWEST} [OFFSET={0** }] [NUMBER = {1000** }])
{OLDEST} {integer} {integer}
[FORECASTPERIODS = {integer}]
{0** }
[CILEVEL = {95** }]
{number}
[MAXINPUTS = {DEFAULT**}]
{integer }
[LAGS = {AUTO** }]
{integer}
[TOLERANCE = {1E-3**}]
{value }
[OUTLIERTHRESH={95** }
{value }
[/TARGETFILTER
DISPLAY = {BESTFIT([{N=10** | integer }] [FITSTAT = {RSQUARE**}]) }
{PCT=percent } {RMSPE }
{RMSE }
{BIC }
{AIC }
{ALLTARGETS }
{TARGETSNOINPUTS }
[/SERIESFILTER
FIELDS = fieldList
[DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
{EXCLUDE} {EXCLUDE}
[/FILTEREDOUTPUT
[INCLUDE = {TARGETS | SERIES | BOTH**} ]
[NETWORKGRAPH = {YES**}([SIGLEVEL = {0.05**}])
{NO } {value }
[PRINT = [MODELFIT] [OUTLIERS] [MODELEFFECTS] [PARAMETERS] [FORECASTS] ]
[PLOT = [SERIESPLOT] [TOPINPUTS] [NRESIDUAL] ]
[IMPACTDIAGRAMS = CAUSES[({3** })] EFFECTS[({3** })] ]
{integer} {integer}
[OUTLIER_ROOTCAUSES = {NO**}
{YES }([LEVELS = {3** }] [DISPLAY = {INTERACTIVE**}])
{integer} {TABLE }
{BOTH }
[/SYSTEMOUTPUT
[MODELFIT = [RSQUARE**] [RMSPE] [RMSE] [BIC] [AIC] [NONE] ]
[TRANSFORMATIONS = {NO } ]
{YES**}
[OUTLIERPLOT = {NO**} ]
{YES }
[/SAVE
[TARGETS({FILTERED**})
{All }
[PREDICTED[(rootname)]]
[CL[(LCLROOT=rootname UCLROOT=rootname)]]
[NRESIDUAL[(rootname)]]
[FORECASTFLAG[(name)]]
[/OUTFILE
[MODELSYSTEM = 'filespec']
[DATA = {'filespec' | dataset}]
[/PASSPROTECT
[PASSWORD={'password'|NONE**}]
[ENCRYPTEDPW={NO**|YES}]
Fields group block subcommands:
/FIELDSGROUP
/FIELDS
[TARGETS = fieldList]
[INPUTS = fieldList]
[FORCE = fieldList]
[EXCLUDEDTARGETS = fieldList]
[EXCLUDEDINPUTS = fieldList]
[DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
{EXCLUDE} {EXCLUDE}
**Default if keyword omitted.
This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.
Syntax for the TCM MODEL
command can be generated from the Temporal Causal Models dialog.
Release History
Release 23.0
- Command introduced.
Example
TCM MODEL
/DATASETTINGS TIMETYPE=DATETIMEVAR TIMEVAR=date INPUTINTERVAL=MONTH
/FIELDSGROUP
/FIELDS TARGETS=ARI TO UNF_ROOM_NTS_YOY INPUTS=ARI TO UNF_ROOM_NTS_YOY