GENETIC_MODEL

Syntax

GENETIC_MODEL(list[,namedOptions...])

Returned object

GeneticModelOperator

Example

m=GENETIC_MODEL(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS),LOGDIFF(CPIAUCSL)))
EXTRACT(m,"slideshow")

Interpretation and limitations

The first argument is LIST(Y,X1,...). Optional settings retain the existing named-argument parser: ARG(name,value), ARG_LIST, or NAME:value. Settings are validated by the existing model class. Inspect out-of-sample behavior and avoid interpreting predictive importance as causal evidence.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

• forest
• random_forest
• randomforest
• model
• regression
• proposed_regression
• data
• selected_data
• summary
• selected
• variables
• candidates
• history
• lags
• test_predicted
• test_fitted
• test_residuals
• test_chart
• test_rmse
• test_r_squared
• slideshow

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples