TD_BREUSCH_PAGAN_GODFREY Function Example | Teradata Vantage - TD_BREUSCH_PAGAN_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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TD_BREUSCH_PAGAN_GODFREY Call

EXECUTE FUNCTION INTO VOLATILE ART(bpg_result)
TD_BREUSCH_PAGAN_GODFREY(
   SERIES_SPEC(TABLE_NAME(ols_residuals),ROW_AXIS(SEQUENCE(row_I)),
      SERIES_ID(id), PAYLOAD(FIELDS(X1,X2,X3,residual),
      CONTENT(MULTIVAR_REAL))),
   FUNC_PARAMS(VARIABLES_COUNT(4),STUDENTIZE(1),SIGNIFICANCE_LEVEL(.01))
);

TD_BREUSCH_PAGAN_GODFREY Output

SELECT * FROM bpg_result;
id 1
ROW_I 0
NUM_SAMPLES 10
EXPLANATORY_COUNT 4
RSS_ORIG 1.26103033168461E 002
MLE_VARIANCE 1.26103033168461E 001
AUX_ESS 1.20079039916371E 001
DEGREES_FREEDOM 3
SIGNIFICANCE_LEVEL 1.00000000000000E-002
BPG_VALUE 6.00395199581857E 000
P_VALUE 8.88581889866010E-001
CHISQUARE_VALUE 1.13448667301444E 001
CRITICAL_P 9.90000000000000E-001
NULL_HYPOTHESIS ACCEPT