The Arima function has two output tables:
- Model table
The model table contains the coefficients of the model. The function outputs the coefficients to both the model table and the console.
- [Optional] Residual table
The residual table contains the value and residual for each time point.
Column Name | Data Type | Description |
---|---|---|
coef | VARCHAR | Contains the coefficient names in the left column of the following table. |
value | VARCHAR | Contains the coefficient values in the right column of the following table. |
Coefficient Name | Value |
---|---|
coef | Vector of the coefficients p, d, q, sp, sd, and sq. |
ar_params | Vector of the auto regression parameters that correspond to the coefficients |
ar_params_sd | Vector of the standard deviations that correspond to the auto regression parameters |
ma_params | Vector of the moving average parameters that correspond to the coefficients |
ma_params_sd | Vector of the standard deviations that correspond to the moving average parameters |
seasonal_ar_params | Vector of the seasonal auto regressive parameters that correspond to the coefficients |
seasonal_ar_params_sd | Vector of the seasonal standard deviations that correspond to the auto regressive parameters |
seasonal_ma_params | Vector of the seasonal moving average parameters that correspond to the coefficients |
seasonal_ma_params_sd | Vector of the seasonal standard deviations that correspond to the moving average parameters |
mean_param | Mean value (This row appears if you specify IncludeMean('true').) |
mean_param_sd | Standard deviation for the mean value (This row appears if you specify IncludeMean('true').) |
period | Period of a season (For the nonseasonal model, the period is 0.) |
sigma2 | Variance |
loglikelihood | Partial log-likelihood |
iterations | Iteration that the function ran |
converged | 'true' if the training is converged, otherwise 'false' |
Column Name | Data Type | Description |
---|---|---|
timestamp_column | Any | The table can have more than one such column. These columns contain the sequence (time points) of the input parameters. |
value | Same type as value_column in input_table | Contains the values of the time points. |
residual | DOUBLE PRECISION | Contains the residuals of the time points. |