TD_BREUSCH_GODFREY Function Example | Teradata Vantage - TD_BREUSCH_GODFREY Example - Teradata Vantage

Example: TD_BREUSCH_GODFREY Call

EXECUTE FUNCTION INTO VOLATILE ART(art1)
TD_BREUSCH_GODFREY(
   ART_SPEC(TABLE_NAME(LR_RESULTS)),
   FUNC_PARAMS(EXPLANATORY_COUNT(2), RESIDUAL_MAXLAGS(1),
      SIGNIFICANCE_LEVEL(.01))
);

TD_BREUSCH_GODFREY Output

SELECT FROM art1;

CITYID 33
ROW_I 0
NUM_SAMPLES 12
EXPLANATORY_COUNT 2
RESIDUAL_MAXLAGS 1
SIGNIFICANCE_LEVEL 1.00000000000000E-002
BG_VALUE 1.14990010190738E 000
P_VALUE 7.16429937238870E-001
CRITICAL_VALUE 6.63489660102121E 000
CRITICAL_P 9.90000000000000E-001
NULL_HYPOTHESIS ACCEPT