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.