Dynamic Regression Specification Window

Controls and Fields

Series

is the name and variable label of the current series.

Input Model

is a descriptive label for the dynamic regression model. You can type a label in this field or allow the system to provide the label. If you leave the label blank, a label is generated automatically based on the options you specify. When no options are specified, the label is the name and variable label of the predictor variable.

Input Transformation

displays the transformation specified for the predictor variable. When a transformation is specified, the transfer function model is fit to the transformed input variable.

Lagging periods

is the pure delay in the effect of the predictor, l.

Simple Order of Differencing

is the order of differencing, d. Set this field to 1 to use the changes in the predictor variable.

Seasonal Order of Differencing

is the order of seasonal differencing, D. Set this field to 1 to difference the predictor variable at the seasonal lags—for example, to use the year-over-year or week-over-week changes in the predictor variable.

Simple Order Numerator Factors

is the order of the numerator factor of the transfer function, p.

Seasonal Order Numerator Factors

is the order of the seasonal numerator factor of the transfer function, P.

Simple Order Denominator Factors

is the order of the denominator factor of the transfer function, q.

Seasonal Order Denominator Factors

is the order of the seasonal denominator factor of the transfer function, Q.

OK

closes the window and adds the dynamic regression model specified to the model predictors list.

Cancel

closes the window without adding the dynamic regression model. Any options you specified are lost.

Reset

resets all options to their initial values upon entry to the window. This might be useful when editing a predictor specification; otherwise, Reset has the same function as Clear.

Clear

resets all options to their default values.