MODELDETAILS Subcommand (TSAPPLY command)

The MODELDETAILS subcommand controls the display of model parameters, model forecasts, and autocorrelations of noise residuals for individual models. Each keyword is followed by an equals sign (=) and one or more of the available options enclosed in square brackets.

Example

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /AUXILIARY REESTIMATE=YES
  /MODELDETAILS PRINT=[PARAMETERS FORECASTS]
  /MODEL FILE='/models/models.xml'.

• The output includes tables displaying the model parameters and forecasts for each model.

PRINT Keyword

The PRINT keyword controls display of tables for individual models. By default, no tables are shown.

PARAMETERS. Model parameter estimates. Shows separate tables for ARIMA and exponential smoothing models. If outliers exist, parameter estimates for outliers are also displayed. Note that if models are not reestimated, parameter estimates are loaded from the model file.

RESIDACF. Residual autocorrelation function. Shows residual autocorrelations by lag. RESIDACF is ignored with a warning if REESTIMATE=NO.

RESIDPACF. Residual partial autocorrelation function. Shows residual partial autocorrelations by lag. RESIDPACF is ignored with a warning if REESTIMATE=NO.

FORECASTS. Forecasts and confidence intervals. Shows model forecasts and confidence intervals.

PLOT Keyword

The PLOT keyword controls display of charts for individual models. By default no charts are shown. PLOT is ignored with a warning if REESTIMATE=NO.

RESIDACF. Residual autocorrelation function. Shows residual autocorrelations by lag.

RESIDPACF. Residual partial autocorrelation function. Shows residual partial autocorrelations by lag.