TD_BREUSCH_PAGAN_GODFREY Function Example | Teradata Vantage - TD_BREUSCH_PAGAN_GODFREY Example - Teradata Vantage

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