Statistics and Forecast Tables

The Statistics tab provides options for displaying tables of the modeling results.

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 estimated model.

Fit Measures. You can select one or more of the following for inclusion in the table containing fit measures for each estimated 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 display of tables containing statistics calculated across all estimated 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.
  • Residual partial autocorrelation function (PACF). Table of summary statistics and percentiles for partial autocorrelations of the residuals across all estimated models.

Statistics for Individual Models. This group of options controls display of tables containing detailed information for each estimated 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 estimated 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.
  • 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.

Display forecasts. Displays a table of model forecasts and confidence intervals for each estimated model. The forecast period is set from the Options tab.

To Select Output Tables

This feature requires the Forecasting option.

  1. From the menus choose:

    Analyze > Forecasting > Create Models...

  2. Click the Statistics tab.