Plots
The Plots tab provides options for displaying plots of model fit statistics, autocorrelation functions, and series values (including forecasts).
Plots for Comparing Models
This group of options controls the display of plots containing statistics across all models. Unless model parameters are reestimated (Reestimate from data on the Models tab), displayed values are those from the model file and reflect the data used when each model was developed (or last updated). In addition, autocorrelation plots are only available if model parameters are reestimated. Each option generates a separate plot. You can select one or more of the following options:
- Stationary R-square
- R-square
- Root mean square error
- Mean absolute percentage error
- Mean absolute error
- Maximum absolute percentage error
- Maximum absolute error
- Normalized BIC
- Residual autocorrelation function (ACF)
- Residual partial autocorrelation function (PACF)
Plots for Individual Models
Series. Select (check) this option to obtain plots of the predicted values for each model. Observed values, fit values, confidence intervals for fit values, and autocorrelations are only available if model parameters are reestimated (Reestimate from data on the Models tab). You can select one or more of the following for inclusion in the plot:
- Observed values. The observed values of the dependent series.
- Forecasts. The model predicted values for the forecast period.
- Fit values. The model predicted values for the estimation period.
- Confidence intervals for forecasts. The confidence intervals for the forecast period.
- Confidence intervals for fit values. The confidence intervals for the estimation period.
Residual autocorrelation function (ACF). Displays a plot of residual autocorrelations for each estimated model.
Residual partial autocorrelation function (PACF). Displays a plot of residual partial autocorrelations for each estimated model.
To Select Plots
This feature requires the Forecasting option.
- From the
menus choose:
- Click the Plots tab.