The TD_DICKEY_FULLER function returns a primary result set consisting of one row per unique series instances acted upon by the function. There are no additional auxiliary layers returned by this function.
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | INTEGER | Row identifier of the series. |
| NUM_SAMPLES | INTEGER | The total number of sample points found in the residual series. |
| ALGORITHM | VARCHAR(12) | The mode requested for the TD_DICKEY_FULLER regression. |
| T_STAT | FLOAT | The calculated Dickey-Fuller τ statistic value. |
| P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| NULL_HYP | VARCHAR(16) | The result of the test.
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