The output of VARMAX is a model for each partition in the input table. The Output table schema and additional details about the output are shown in the following two tables.
|Column Name||Data Type||Description|
|partition_columns||Any||Identifies the partition_column from the input table.|
|coef||VARCHAR||See the following table for the values that appear in this column.|
|coef_value||VARCHAR||See the following table for explanations of the values that appear in this column.|
|stepahead||Integer||Included only if the StepAhead argument has a positive value.
Identifier of the future period. For example, if the argument StepAhead is 3, this column shows 1, 2, 3 to indicate the future period for which a predicted value is shown in the next column.
|predict_columnname||Double||Included only if the StepAhead argument has a positive value. One column appears for each column specified in the ResponseColumns argument.
The predicted future values of the response variable.
|coef||The vector [p, d, q, sp, sd, sq, b].|
|ar_params||The matrices Φi, shown as a vector of p matrices, each of which is an n * n matrix. p is from the coef vector and n is the number of response variables specified in the ResponseColumns argument.|
|ma_params||The matrices Φi, shown as a vector of q matrices, each of which is an n * n matrix. q is from the coef vector and n is the number of response variables specified in the ResponseColumns argument.|
|exogenous_params||The matrices B i , shown as a vector of b matrices, each of which is an n * m matrix. b is from the coef vector, n is the number of response variables specified in the ResponseColumns argument, and m is the number of exogenous variables specified in the ExogenousColumns argument.|
|seasonal_ar_params||The matrix Φsi for the seasonal parameters.|
|seasonal_ma_params||The matrix Φsi for the seasonal parameters.|
|mean_param||The mean vector of the response series. This value is only displayed if the argument IncludeMean is set to True.|
|period||The cycle period for seasonal models (0 for non-seasonal models).|
|lag||The lag value specified in the function call.|
|sigma||The variance matrix.|
|aic||The Akaike information criterion.|
|bic||The Bayesian information criterion.|
|iterations||The number of iterations performed.|
|converged||Whether the algorithm converged.|