SYSTEMOUTPUT subcommand (TCM MODEL command)

The SYSTEMOUTPUT subcommand controls output associated with the entire temporal causal model system.

MODELFIT
Controls the display of histograms of model fit for all models. One or more fit statistics can be specified. A single histogram that is based on RSQUARE is generated by default.
RSQUARE
Goodness-of-fit measure of a linear model, sometimes called the coefficient of determination. It is the proportion of variation in the target variable explained by the model. It ranges in value from 0 to 1. Small values indicate that the model does not fit the data well.
RMSPE
Root Mean Square Percentage Error. A measure of how much the model-predicted values differ from the observed values of the series. It is independent of the units that are used and can therefore be used to compare series with different units.
RMSE
Root Mean Square Error. The square root of mean square error. A measure of how much a dependent series varies from its model-predicted level, expressed in the same units as the dependent series.
BIC
Bayesian Information Criterion. A measure for selecting and comparing models based on the -2 log likelihood. Smaller values indicate better models. The BIC also "penalizes" overparameterized models (complex models with a large number of inputs, for example), but more strictly than the AIC.
AIC
Akaike Information Criterion. A measure for selecting and comparing models based on the -2 log likelihood. Smaller values indicate better models. The AIC "penalizes" overparameterized models (complex models with a large number of inputs, for example).
NONE
Specifies that histograms are not generated. NONE cannot be specified with any other keywords.
TRANSFORMATIONS
Table of any transformations that were applied to the series in the model system. The possible transformations are missing value imputation, aggregation, and distribution. The default is YES, which specifies that the table is generated.
OUTLIERPLOT
Bar chart of the number of outliers, across all targets, for each time interval in the estimation period. The default is NO, which specifies that the bar chart is not generated.