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

Database Unbounded Array Framework Time Series Functions

Deployment
VantageCloud
VantageCore
Edition
Enterprise
IntelliFlex
VMware
Product
Teradata Vantage
Release Number
17.20
Published
June 2022
Language
English (United States)
Last Update
2024-10-04
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lifecycle
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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