MODELSTATISTICS Subcommand (TSMODEL command)

The MODELSTATISTICS subcommand controls display of a table that lists all models, along with chosen goodness-of-fit statistics.

Example

TSMODEL
  /MODELSTATISTICS DISPLAY=YES MODELFIT=[RSQUARE]
  /MODEL DEPENDENT=sku1 TO sku25.

• The output includes a table displaying the value of R-squared for each model.

DISPLAY Keyword

The DISPLAY keyword controls whether the model statistics table is shown.

YES. Model statistics table is shown. Table of model goodness of fit, Ljung-Box Q statistic, and number of outliers detected by model. This setting is the default. The Q statistic measures the degree of pattern in the residuals. Large values of Q in relation to its degrees of freedom indicate that model residuals are not randomly distributed.

NO. Model statistics table is not shown.

MODELFIT Keyword

The MODELFIT keyword controls which fit statistics are shown in the model statistics table, and the keyword is ignored if DISPLAY=NO. The keyword is followed by an equals sign (=) and one or more of the following options enclosed in square brackets. (For detailed definitions of the following terms, see Goodness-of-Fit Measures (TSMODEL command).)

SRSQUARE. Stationary R -Square. This setting is the default.

RSQUARE. R-Square.

RMSE. Root Mean Square Error.

MAPE. Mean Absolute Percentage Error.

MAE. Mean Absolute Error.

MAXAPE. Maximum Absolute Percentage Error.

MAXAE. Maximum Absolute Error.

NORMBIC. Normalized Bayesian Information Criterion (BIC).