Limiting Output to the Best- or Poorest-Fitting Models
The Output Filter tab provides options for restricting both tabular and chart output to a subset of the estimated models. You can choose to limit output to the best-fitting and/or the poorest-fitting models according to fit criteria you provide. By default, all estimated models are included in the output.
Best-fitting models. Select (check) this option to include the best-fitting models in the output. Select a goodness-of-fit measure and specify the number of models to include. Selecting this option does not preclude also selecting the poorest-fitting models. In that case, the output will consist of the poorest-fitting models as well as the best-fitting ones.
- Fixed number of models. Specifies that results are displayed for the n best-fitting models. If the number exceeds the number of estimated models, all models are displayed.
- Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the top n percent across all estimated models.
Poorest-fitting models. Select (check) this option to include the poorest-fitting models in the output. Select a goodness-of-fit measure and specify the number of models to include. Selecting this option does not preclude also selecting the best-fitting models. In that case, the output will consist of the best-fitting models as well as the poorest-fitting ones.
- Fixed number of models. Specifies that results are displayed for the n poorest-fitting models. If the number exceeds the number of estimated models, all models are displayed.
- Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the bottom n percent across all estimated models.
Goodness of Fit Measure. Select the goodness-of-fit measure to use for filtering models. The default is stationary R square.
To Filter the Output
This feature requires the Forecasting option.
- From the menus choose:
- Click the Output Filter tab.