| August 2024 |
17.20.03.29 |
The following changes were done:- Updated TD_DICKEY_FULLER ALGORITHM and MAXLAGS parameters, removed DRIFT_TREND_FORMULA parameter.
- Updated TD_GOLDFELD_QUANDT FUNC_PARAMS list and DEGREES_FREEDOM names.
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| April 2024 |
17.20.03.25 |
The following functions were added:- TD_ARIMAXFORECAST. Provides a better forecasting on a inside or endogenous variable that you are interested in with the future values of outside factors. See TD_ARIMAXFORECAST.
- TD_ARIMAXESTIMATE. Allows you to include external regressors or covariates to an ARIMA model. See TD_ARIMAXESTIMATE.
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| October 2023 |
17.20.03.18 |
The following functions were added:- TD_IQR uses interquartile range to identify data points, events and observations that deviate from the normal behavior of the data set. See TD_IQR.
- TD_DWT performs discrete wavelet transform (DWT) for digital signal processing. See TD_DWT.
- TD_DWT2D performs DWT for two-dimensional data, such as an image. See TD_DWT2D.
- TD_IDWT performs inverse discrete wavelet transform (IDWT) for digital signal processing. See TD_IDWT.
- TD_IDW2D performs IDWT for two-dimensional data, such as an image. See TD_IDWT2D.
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| August 2023 |
17.20.03.16 |
The following functions were added:
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| June 2023 |
17.20.03.13 |
The following change was done:- Updated TD_PORTMAN functional parameter description and output description for DEGREES_FREEDOM.
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| May 2023 |
17.20.03.13 |
The following changes were done:- Updated the TD_HOLT_WINTERS_FORECASTER option RESIDUALS description to show it is optional.
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| April 2023 |
17.20.03.13 |
The following changes were done:- TD_ ARIMAESTIMATE and TD_ ARIMAVALIDATE added OUTPUT_FMT to syntax and descriptions.
- TD_ARIMAFORECAST added PREDICTION_INTERVALS and OUTPUT_FMT to syntax and descriptions.
- TD_ARIMAVALIDATE FUNC_PARAM parameters are optional.
- TD_ARIMAESTIMATE COEFF_STATS is optional.
- TD_SIGNIF_PERIODICITIES SIGNIFICANCE_LEVEL is optional.
- TD_BREUSCH_GODFREY SIGNIFICANCE_LEVEL is optional. The default is 0.05.
- TD_DURBIN_WATSON INCLUDE_CONSTANT is optional.
- TD_INPUTVALIDATOR syntax added VALIDATE_PAYLOAD. It is optional.
- TD_ACF FUNC_PARAMS description for DEMEAN added "If DEMEAN(0), then PVALUE is 0 for all auto-correlation or auto-covariance coefficients in the output."
- TD_RESAMPLE SPLINE_PARAMS are optional.
- The example for TD_ARIMAVALIDATE changed to FLOW_THROUGH.
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| June 2022 |
17.20.00 |
Initial release |