TD_BREUSCH_GODFREY Syntax Elements - Teradata Vantage

Database Unbounded Array Framework Time Series Functions
Deployment
VantageCloud
VantageCore
Edition
VMware
Enterprise
IntelliFlex
Product
Teradata Vantage
Release Number
17.20
Published
June 2022
ft:locale
en-US
ft:lastEdition
2025-04-04
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SERIES_SPEC
Table containing a multivariate series. The SERIES_SPEC is required to have a payload content of MULTIVAR_REAL. The passed-in payload fields must have the following elements and be passed in the order:
  1. Residual column
  2. Field 2, … , fieldN that are the original explanatory variable columns x1, x2, … xN.

See Series Specifications.

ART_SPEC
An ART created by a UAF function, and includes an ARTFITRESIDUALS layer. The ART_SPEC must include TABLE_NAME. Do not use any other ART_SPEC parameters.
ART_SPEC (TABLE_NAME( [database-name .] table-name ) )

See ART Specifications.

FUNC_PARAMS
Name Data Type Description
EXPLANTORY_COUNT Integer The number of explanatory variables in the original regression.
RESIDUAL_MAXLAGS Integer Maximum lag number for the residuals used in the auxiliary regression. Also determines degrees of freedom associated with the test.
SIGNIFICANCE_LEVEL FLOAT [Optional] The significance level for the test such as 0.01, or 0.05. Default is 0.05.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.