FILTEREDOUTPUT subcommand (TCM MODEL command)

Specifies the set of series to which the current FILTEREDOUTPUT subcommand applies. You can specify up to three FILTEREDOUTPUT subcommands, one for each of the values of INCLUDE.

TARGETS specifies that the current settings apply to the targets that are specified by the TARGETFILTER subcommand.
SERIES specifies that the current settings apply to the series that are specified by the SERIESFILTER subcommands.
BOTH specifies that the current settings apply to the targets that are specified by the TARGETFILTER subcommand and the series that are specified by the SERIESFILTER subcommands.

Specifies whether the Overall Model System output item is generated. The default is YES. The Overall Model System item displays a graphical representation of the causal relations between series in the model system. Tables of both model fit statistics and outliers for the displayed targets are included as part of the output item. When this option is specified with INCLUDE=SERIES or INCLUDE=BOTH, a separate output item is created for each series that is specified on a SERIESFILTER subcommand.

The SIGLEVEL keyword specifies the significance level threshold for hiding causal connections between series in the Overall Model System graph. A smaller significance level indicates a more significant connection. Connections with significance levels that are higher than the threshold are hidden. Specify a numeric value in the range 0-1. The default is 0.05.

Controls the display of tabular output. One or more of the following keyword values can be specified. By default, none of this tabular output is displayed.

MODELFIT: Tables of model fit statistics for the target series that are selected for display. The tables contain the same information as the model fit statistics table in the Overall Model System item. The tables support all standard features for pivoting and editing tables.
OUTLIERS: Tables of outliers for the target series that are selected for display. The tables contain the same information as the outliers table in the Overall Model System item. The tables support all standard features for pivoting and editing tables.
MODELEFFECTS: Tables of model effects tests for the target series that are selected for display. Model effects tests include the F statistic and associated significance value for each input included in the model.
PARAMETERS: Tables of model parameters for the target series that are selected for display.
FORECASTS: Tables of forecasted values and confidence intervals of those forecasts for the target series that are selected for display. The FORECASTS keyword is ignored if forecasts are not requested. Forecasts are requested with the FORECASTPERIODS keyword on the BUILDOPTIONS subcommand.

Controls the display of chart output. One or more of the following keyword values can be specified. By default, none of this chart output is displayed.

SERIESPLOT: Plots of observed and predicted values for the target series that are selected for display. When forecasts are requested, the plot also shows the forecasted values and the confidence intervals for the forecasts.
TOPINPUTS: Plots of each displayed target, over time, along with the top 3 inputs for the target. The top inputs are the inputs with the lowest significance value. To accommodate different scales for the inputs and target, the y axis represents the z score for each series.
NRESIDUAL: Plots of the model residuals for the target series that are selected for display.

Specifies whether impact diagrams are generated. An impact diagram displays a graphical representation of the causal relations between a series of interest and other series that it affects or that affect it. Series that affect the series of interest are referred to as causes. When the IMPACTDIAGRAMS keyword is specified, impact diagrams are generated for all series that are selected for display. By default, impact diagrams are not generated.

EFFECTS: Creates an impact diagram that is initialized to show the series that are affected by the series of interest. You can specify the number of levels of effects to display, as in EFFECTS(4) for four levels of effects. The first level represents the series of interest. Each additional level shows more indirect effects of the series of interest. For example, the third level consists of the series that contain series in the second level as a direct input. Series in the third level are then indirectly affected by the series of interest since the series of interest is a direct input to the series in the second level. By default, 3 levels of effects are displayed. You can specify any number of levels up to a maximum of 99.
CAUSES: Creates an impact diagram that is initialized to show the series that affect the series of interest. You can specify the number of levels of causes to display, as in CAUSES(4) for four levels of causes. The concept of levels for causes is the same as for levels of effects. By default, 3 levels of causes are displayed. You can specify any number of levels up to a maximum of 99.

Note: You can interactively toggle between causes and effects in the output item that displays the impact diagram.

Specifies whether outlier root cause analysis is done. Outlier root cause analysis determines which series are most likely to be the cause of each outlier in a series of interest. The analysis is done for each series that is specified on a SERIESFILTER subcommand and that has outliers. By default, outlier root cause analysis is not done.

LEVELS

Specifies the number of causal levels that are searched for root causes of outliers. By default, 3 causal levels are searched. The maximum number of levels is 5. The concept of levels that is used here is the same as described for impact diagrams.

DISPLAY

The value INTERACTIVE creates an interactive visualization that contains a table and chart of outliers and root causes of those outliers for each series of interest. The table contains a single row for each outlier. The chart is an impact diagram. Selecting a row in the table highlights the path, in the impact diagram, from the series of interest to the series that most likely causes the associated outlier.
The value TABLE creates a table of outliers and root causes of those outliers for each series of interest. This table contains the same information as the table in the interactive display. This table supports all standard features for pivoting and editing tables.
The value BOTH generates the interactive visualization and the separate table.