TD_BREUSCH_PAGAN_GODFREY Syntax Elements - 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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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
VARIABLES_COUNT Integer Indicator of number of explanatory variables are in the PAYLOAD() declaration of the original series specification. The explanatory variables are the variables that are used in the auxiliary regression.
FORMULA VARCHAR [Optional] The regression formula to use for the auxiliary regression. If a formula is not included, then the default regression formula is used.
STUDENTIZE Integer [Optional] Indicator to use the Koenker studentized version of the Breusch-Pagan-Godfrey test. A value of 0 means use the standard Breusch-Pagan-Godfrey test. A value of 1 means to use the Koenker studentized version. Default is 0.
SIGNIFICANCE_LEVEL FLOAT [Optional] The significance level for the test.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.