7.00.02 - Example 1: VARMAX without Exogenous Model - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)

This example uses all three time series as response columns modeled by the auto regression (AR) and moving average (MA) parameters. Because it uses no exogenous variables, it is equivalent to the VARMA model.