Statistics and Forecast Tables
The Statistics tab provides options for displaying tables of model fit statistics, model parameters, autocorrelation functions, and forecasts. Unless model parameters are reestimated (Reestimate from data on the Models tab), displayed values of fit measures, Ljung-Box values, and model parameters are those from the model file and reflect the data used when each model was developed (or last updated). Outlier information is always taken from the model file.
Display fit measures, Ljung-Box statistic, and number of outliers by model. Select (check) this option to display a table containing selected fit measures, Ljung-Box value, and the number of outliers for each model.
Fit Measures. You can select one or more of the following for inclusion in the table containing fit measures for each model:
- Stationary R-square
- R-square
- Root mean square error
- Mean absolute percentage error
- Mean absolute error
- Maximum absolute percentage error
- Maximum absolute error
- Normalized BIC
Statistics for Comparing Models. This group of options controls the display of tables containing statistics across all models. Each option generates a separate table. You can select one or more of the following options:
- Goodness of fit. Table of summary statistics and percentiles for stationary R-square, R-square, root mean square error, mean absolute percentage error, mean absolute error, maximum absolute percentage error, maximum absolute error, and normalized Bayesian Information Criterion.
- Residual autocorrelation function (ACF). Table of summary statistics and percentiles for autocorrelations of the residuals across all estimated models. This table is only available if model parameters are reestimated (Reestimate from data on the Models tab).
- Residual partial autocorrelation function (PACF). Table of summary statistics and percentiles for partial autocorrelations of the residuals across all estimated models. This table is only available if model parameters are reestimated (Reestimate from data on the Models tab).
Statistics for Individual Models. This group of options controls display of tables containing detailed information for each model. Each option generates a separate table. You can select one or more of the following options:
- Parameter estimates. Displays a table of parameter estimates for each model. Separate tables are displayed for exponential smoothing and ARIMA models. If outliers exist, parameter estimates for them are also displayed in a separate table.
- Residual autocorrelation function (ACF). Displays a table of residual autocorrelations by lag for each estimated model. The table includes the confidence intervals for the autocorrelations. This table is only available if model parameters are reestimated (Reestimate from data on the Models tab).
- Residual partial autocorrelation function (PACF). Displays a table of residual partial autocorrelations by lag for each estimated model. The table includes the confidence intervals for the partial autocorrelations. This table is only available if model parameters are reestimated (Reestimate from data on the Models tab).
Display forecasts. Displays a table of model forecasts and confidence intervals for each model.
To Select Output Tables
This feature requires the Forecasting option.
- From the
menus choose:
- Click the Statistics tab.