Input
The input table, milk_3, is partitioned into two time series.
InputTable: milk_3
id_partition |
id |
period |
milkpound |
1 |
1 |
1962-01 |
578.3 |
1 |
2 |
1962-02 |
609.8 |
1 |
3 |
1962-03 |
628.4 |
1 |
4 |
1962-04 |
665.6 |
1 |
5 |
1962-05 |
713.8 |
1 |
6 |
1962-06 |
707.2 |
... |
... |
... |
... |
1 |
46 |
1965-10 |
609.7 |
1 |
47 |
1965-11 |
610.8 |
1 |
48 |
1965-12 |
623.5 |
2 |
49 |
1966-01 |
664.7 |
2 |
50 |
1966-02 |
690.3 |
2 |
51 |
1966-03 |
722.6 |
2 |
52 |
1966-04 |
766 |
2 |
53 |
1966-05 |
796.3 |
2 |
54 |
1966-06 |
809.6 |
... |
... |
... |
... |
2 |
153 |
1974-09 |
826.9 |
2 |
154 |
1974-10 |
797.3 |
2 |
155 |
1974-11 |
784.3 |
2 |
156 |
1974-12 |
798.2 |
OrdersTable: arimaex1_orders
id_partition |
p |
d |
q |
include_drift |
include_mean |
1 |
1 |
1 |
1 |
0 |
0 |
2 |
0 |
1 |
2 |
0 |
0 |
SQL Call
SELECT * FROM ARIMA (
ON milk_3 AS InputTable PARTITION BY id_partition
ON arimaex1_orders AS OrdersTable PARTITION BY id_partition
OUT TABLE ModelTable (arimaex1_model)
OUT TABLE ResidualTable (arimaex1_resid)
USING
TimeColumns ('period')
TargetColumn ('milkpound')
PartitionColumns ('id_partition')
) AS dt;
Output
arimaex1_model
id_partition |
coef |
value_col |
1 |
coef |
1, 1, 1, 0, 0, 0 |
1 |
ar_params |
0.3434734374928141 |
1 |
ma_params |
0.5815240222444754 |
1 |
seasonal_ar_params |
|
1 |
seasonal_ma_params |
|
1 |
period |
0 |
1 |
sigma2 |
591.6657534770306 |
1 |
aic |
6.468048252799836 |
1 |
bic |
6.546777937978987 |
1 |
iterations |
33 |
1 |
converged |
true |
2 |
coef |
0, 1, 2, 0, 0, 0 |
2 |
ar_params |
|
2 |
ma_params |
0.8306295650150847 ,0.3998568667682024 |
2 |
seasonal_ar_params |
|
2 |
seasonal_ma_params |
|
2 |
period |
0 |
2 |
sigma2 |
643.230549126074 |
2 |
aic |
6.503886389838804 |
2 |
bic |
6.5538458073053825 |
2 |
iterations |
33 |
2 |
converged |
true |
arimaex1_resid
id_partition |
period |
value_col |
residual |
1 |
1962-01 |
578.3 |
0 |
1 |
1962-02 |
609.8 |
0 |
1 |
1962-03 |
628.4 |
-10.5373833606309 |
1 |
1962-04 |
665.6 |
36.9390742119418 |
1 |
1962-05 |
713.8 |
13.941858089747 |
1 |
1962-06 |
707.2 |
-31.2629248597935 |
1 |
1962-07 |
628.4 |
-58.3529296795043 |
1 |
1962-08 |
588.1 |
20.6992842304921 |
1 |
1962-09 |
576.3 |
-9.99512251414182 |
1 |
1962-10 |
566.5 |
0.0653984239055347 |
1 |
1962-11 |
561.1 |
-2.0720196739419 |
1 |
1962-12 |
571.4 |
13.3597429911285 |
1 |
1963-01 |
589.1 |
6.39314651418156 |
1 |
1963-02 |
615.3 |
16.4027808588473 |
1 |
1963-03 |
641.2 |
7.36240505792823 |
... |
... |
... |
... |