TD_DICKEY_FULLER Input Table TimeSeriesDataSetsD4
| DataSetID |
SeqNo |
TimeValue |
Magnitude |
|---|
| 552 |
1 |
1985-03-15 |
4.8 |
| 552 |
2 |
1985-06-15 |
5.1 |
| 552 |
3 |
1985-09-15 |
5.8 |
| 552 |
4 |
1985-12-15 |
5.7 |
| ... |
... |
... |
... |
| 552 |
101 |
2010-03-15 |
5.0 |
| 552 |
102 |
2010-06-15 |
5.5 |
| 552 |
103 |
2010-09-15 |
4.3 |
| 552 |
104 |
2010-12-15 |
3.6 |
Example: TD_DICKEY_FULLER Call
EXECUTE FUNCTION INTO VOLATILE ART(ART2)
TD_DICKEY_FULLER(
SERIES_SPEC(TABLE_NAME(TimeSeriesDataSetsD4),ROW_AXIS(SEQUENCE(SeqNo)),
SERIES_ID(DatasetID), PAYLOAD(FIELDS(MAGNITUDE),CONTENT(REAL))),
FUNC_PARAMS(ALGORITHM('NONE'))
);
TD_DICKEY_FULLER Output
SELECT * FROM ART2;
DataSetID 552
ROW_I 0
NUM_SAMPLES 104
ALGORITHM NONE
T_STAT -6.97000031676718E-001
P_VALUE 8.47525067728908E-001
NULL_HYP ACCEPT