Limiting Output to the Best- or Poorest-Fitting Models
The Output Filter tab provides options for restricting both tabular and chart output to a subset of models. You can choose to limit output to the best-fitting and/or the poorest-fitting models according to fit criteria you provide. By default, all models are included in the output. Unless model parameters are reestimated (Reestimate from data on the Models tab), values of fit measures used for filtering models are those from the model file and reflect the data used when each model was developed (or last updated).
Best-fitting models. Select (check) this option to include the best-fitting models in the output. Select a goodness-of-fit measure and specify the number of models to include. Selecting this option does not preclude also selecting the poorest-fitting models. In that case, the output will consist of the poorest-fitting models as well as the best-fitting ones.
- Fixed number of models. Specifies that results are displayed for the n best-fitting models. If the number exceeds the total number of models, all models are displayed.
- Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the top n percent across all models.
Poorest-fitting models. Select (check) this option to include the poorest-fitting models in the output. Select a goodness-of-fit measure and specify the number of models to include. Selecting this option does not preclude also selecting the best-fitting models. In that case, the output will consist of the best-fitting models as well as the poorest-fitting ones.
- Fixed number of models. Specifies that results are displayed for the n poorest-fitting models. If the number exceeds the total number of models, all models are displayed.
- Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the bottom n percent across all models.
Goodness of Fit Measure. Select the goodness-of-fit measure to use for filtering models. The default is stationary R-square.
To Filter the Output
This feature requires the Forecasting option.
- From the menus choose:
- Click the Output Filter tab.