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 4 Output Table
id coef coef_value stepahead predict_expenditure
1 coef 1, 1, 1, 1, 0, 0, 3    
1 ar_params [[-0.08614401327519393]]    
1 ma_params [[-0.1680269481962965]]    
1 exogenous_params [[0.14203710879699824, -0.5781265904163024]], [[4.346857849907079, -3.6811357032482723]], [[1.5837616273557507, 1.6939228988751796]]    
1 seasonal_ar_params [[-1.774477167876499]]    
1 seasonal_ma_params      
1 period 4    
1 lag 3    
1 sigma [[21676.58531469003]]    
1 aic 10.445526400752035    
1 bic 10.829425242166568    
1 iterations 20    
1 converged true    
1     1 3943.92757311105
1     2 5935.79783027663
1     3 5949.27104339776
2 coef 1, 1, 1, 1, 0, 0, 3    
2 ar_params [[0.7116543185119842]]    
2 ma_params [[0.7409842225080137]]    
2 exogenous_params [[-1.3036705963984643, 3.539286250241028]], [[4.598852419341966, 0.24549009988380754]], [[-1.665252032620963, -4.712566452061846]]    
2 seasonal_ar_params [[-5.409614969849707]]    
2 seasonal_ma_params      
2 period 4    
2 lag 3    
2 sigma [[36921.803548309304]]    
2 aic 10.97809599913301    
2 bic 11.361994840547544    
2 iterations 53    
2 converged true    
2     1 1684.98113900396
2     2 1678.10798395172
2     3 1737.6262526761
3 coef 1, 1, 1, 1, 0, 0, 3    
3 ar_params [[0.254361642305569]]    
3 ma_params [[0.1001575083196238]]    
3 exogenous_params [[0.29320016884259, -0.7088197800884475]], [[0.029695938455021133, 0.3298987004589782]], [[0.552628701381863, -1.4286270925970472]]    
3 seasonal_ar_params [[-0.1780611965952543]]    
3 seasonal_ma_params      
3 period 4    
3 lag 3    
3 sigma [[2.333553926057712E-18]]    
3 aic -38.962775641871566    
3 bic -38.63722496412744    
3 iterations 20    
3 converged true    
3     1 2323.20886314076
3     2 2393.45004194531
3     3 2374.68753995705
The model converges across all partitions.