7.00.02 - Output - 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)
VARMAX Example 1 Output Table (Columns 1-4)
id coef coef_value stepahead
1 coef 1, 1, 1, 0, 0, 0, 0  
1 ar_params [[0.5401142443401908, -0.22144696209085052, -0.8658134069625404], [0.46112845524514406, -0.3141400396767603, 0.5401312499458767], [-0.5436170410196307, 0.3550487442187296, 0.11840800979913536]]  
1 ma_params [[0.9418274466713232, 0.47136752532237564, -3.5912652252354267], [0.6921921561542808, 1.1978201256969616, -3.1537918114389636], [-0.4072848688634932, 0.5456117174031574, -1.0037912602351198]]  
1 exogenous_params    
1 seasonal_ar_params    
1 seasonal_ma_params    
1 period 0  
1 lag 0  
1 sigma [[9303.34637558586, 8911.919784323425, 2489.9006735815274], [8911.919784323425, 11603.406279896304, 2608.8269629048896], [2489.9006735815274, 2608.8269629048896, 1873.3459372621583]]  
1 aic 25.17173031402279  
1 bic 25.939527996851854  
1 iterations 90  
1 converged true  
1     1
1     2
1     3
2 coef 1, 1, 1, 0, 0, 0, 0  
2 ar_params [[-2.068628487877914, 1.4352819442850229, 0.5040312926651062], [-1.7033511912858643, 1.4975506746058223, 0.5074485754476421], [0.02390658218391805, 0.09069981493533767, 0.6323254473495666]]  
2 ma_params [[1.1099224166373396, -1.4699745679694927, -0.13597198353294757], [2.0484118200773467, -1.461011739772329, -0.966987021587989], [1.215189995141357, -0.48167519587064467, -0.7805184850752649]]  
2 exogenous_params    
2 seasonal_ar_params    
2 seasonal_ma_params    
2 period 0  
2 lag 0  
2 sigma [[20710.85970757356, 19488.49092866746, 3238.838942282427], [19488.49092866746, 23099.4579527159, 7096.235865937958], [3238.838942282427, 7096.235865937958, 4997.15664809357]]  
2 aic 26.28445013189386  
2 bic 27.052247814722925  
2 iterations 100  
2 converged false  
2     1
2     2
2     3
3 coef 1, 1, 1, 0, 0, 0, 0  
3 ar_params [[2.356733508164794, -0.5621044042754211, -1.4440215700897763], [1.3690594672816452, -0.374171671178873, 0.145908702245906], [-0.46084660401307126, 0.5119208015206022, 0.5487744352179722]]  
3 ma_params [[1.4346653216242653, 1.2117554668497033, -1.3437736962000293], [2.4823004009827208, 0.7810702841064198, 0.9249544231941549], [1.2614528273336505, 0.46230687456647834, 0.8258407892382512]]  
3 exogenous_params    
3 seasonal_ar_params    
3 seasonal_ma_params    
3 period 0  
3 lag 0  
3 sigma [[3350.0872240469225, 2079.903284457588, -57.80956553330401], [2079.903284457588, 1813.642959968383, 53.094810167970195], [-57.80956553330401, 53.094810167970195, 545.3242237694398]]  
3 aic 23.919079900514713  
3 bic 24.570181256002957  
3 iterations 96  
3 converged true  
3     1
3     2
3     3
VARMAX Example 1 Output Table (Columns 5-7)
id predict_expenditure predict_income predict_investment
1      
1      
1      
1      
1      
1      
1      
1      
1      
1      
1      
1      
1      
1 1938.76079858415 2252.24766189307 744.997964522574
1 1925.43436379877 2283.39702101694 740.419046284062
1 1915.30312439615 2264.99334498778 758.180883573926
2      
2      
2      
2      
2      
2      
2      
2      
2      
2      
2      
2      
2      
2 1647.53805974095 1992.4468446864 677.020182217684
2 1797.20517373109 2154.41616652847 744.891590184598
2 1754.28047469318 2176.47902609351 806.077025266635
3      
3      
3      
3      
3      
3      
3      
3      
3      
3      
3      
3      
3      
3 2349.23362243522 2735.7962811932 863.755002444903
3 2437.20210713965 2816.0995450051 889.634165862864
3 2562.01149424731 2910.26242054004 904.404922890561
Series id = 2 does not converge. Convergence could be possibly be improved by adding more orders or more models.