MODELSUMMARY Subcommand (TSAPPLY command)

The MODELSUMMARY subcommand controls the display of tables and charts that summarize goodness of fit, residual autocorrelations, and residual partial autocorrelations across estimated 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
  /MODELDETAILS PRINT=FORECASTS
  /AUXILIARY REESTIMATE=YES
  /MODELSUMMARY PLOT=[SRSQUARE MAXAPE]
  /MODEL FILE='/models/models.xml'.

• The output includes two histograms: one histogram for stationary R-squared and one histogram for the maximum absolute percentage error. Each histogram consists of results across all models.

PRINT Keyword

The PRINT keyword controls the display of model summary tables.

MODELFIT. 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. Note that if models are not reestimated, model fit statistics are loaded from the model file. This table is displayed by default.

RESIDACF. Residual autocorrelation function. Table of summary statistics and percentiles for autocorrelations of the residuals. RESIDACF is ignored with a warning if REESTIMATE=NO.

RESIDPACF. Residual partial autocorrelation function. Table of summary statistics and percentiles for partial autocorrelations of the residuals. RESIDPACF is ignored with a warning if REESTIMATE=NO.

NONE. No tables are shown. An error occurs if NONE is used in combination with any other PRINT option.

PLOT Keyword

The PLOT keyword controls the display of model summary charts. By default no charts are shown. (For detailed definitions of the following terms, see Goodness-of-Fit Measures (TSAPPLY command).)

SRSQUARE. Histogram of Stationary R-Square.

RSQUARE. Histogram of R-Square.

RMSE. Histogram of Root Mean Square Error.

MAPE. Histogram of Mean Absolute Percentage Error.

MAE. Histogram of Mean Absolute Error.

MAXAPE. Histogram of Maximum Absolute Percentage Error.

MAXAE. Histogram of Maximum Absolute Error.

NORMBIC. Histogram of Normalized Bayesian Information Criterion (BIC).

RESIDACF. Boxplot of Residual Autocorrelation Function by Lag. RESIDACF is ignored with a warning if REESTIMATE=NO.

RESIDPACF. Boxplot of Residual Partial Autocorrelation Function by Lag. RESIDPACF is ignored with a warning if REESTIMATE=NO.