The TD_CUMUL_PERIODOGRAM function creates a two-layered ART. The primary (ARTPRIMARY) layer contains the Bartlett test statistics and p-value, significant level and test results. The secondary (ARTCPDATA) layer contains the cumulative periodogram at each periodicity, related intermediate calculation result and confidence band result at each periodicity to plot the cumulative periodograms. The contents of this layer can be used to plot the cumulative periodogram.
RETURNS TABLE Schema for Primary Result Set
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | The index for the result series. |
| Bartlett_TEST_STATS | FLOAT | The maximum deviation of the normalized cumulative periodogram and straight line y = 2x. |
| P_VALUE | FLOAT | The p-value of the test. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level for the test. Choices are 0.05 (95%) or 0.01 (99%). |
| TEST_RESULT | VARCHAR(125) | The result of the test. A calculated p-value less than SIGNIFICANCE_LEVEL means that the associated periodicity is significant. The TEST_RESULT string is Significant Periodicity Present. A calculated p-value greater than SIGNIFICANCE_LEVEL means that the associated periodicity is not significant. The TEST_RESULT is No Periodicity Evident. |
RETURNS TABLE Schema for Secondary Result Set
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | The index for the result series. |
| INDEX_K | INTEGER | Index indicating the periodicity. |
| NUM_SAMPLES | INTEGER | The number of sample points used to fit the model. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level for this test. Choices are limited to either 0.05 (which is 95%) or 0.01 (which is 99%). |
| GAMMAK_SQUARE | FLOAT | The calculated γk2 value for a given INDEX_K. |
| ALPHA_K | FLOAT | The calculated alpha k value for a given index k. |
| BETA_K | FLOAT | The calculated beta k value for a given index k. |
| G_K | FLOAT | The calculated g_k value for a given index k. |
| MIDDLE_SIGNIF_LINE | FLOAT | The Middle Significance Line, which is a line drawn from (0,0) to (n/2,1) where n/2 is the maximum k value. |
| UPPER_SIGNIF_BAND | FLOAT | A line which is parallel to the middle significance line, but sits at an equal distance of + { λ / ((n/2)1/2 )} away from it. It is the upper line of the confidence band. |
| LOWER_SIGNIF_BAND | FLOAT | A line which is parallel to the middle significance line, but sits at an equal distance of - { λ / ((n/2)1/2 )} away from it. It is the lower line of the confidence band. |