TD_DICKEY_FULLER Output - Teradata Vantage

Database Unbounded Array Framework Time Series Functions
Deployment
VantageCloud
VantageCore
Edition
VMware
Enterprise
IntelliFlex
Product
Teradata Vantage
Release Number
17.20
Published
June 2022
ft:locale
en-US
ft:lastEdition
2025-04-04
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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.

RETURNS TABLE Schema
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.
  • ACCEPT means the null hypothesis is accepted. Unit roots are present, and the process is non-stationary.
  • REJECT means the null hypothesis is rejected. Unit roots are present, and the process may or may not be stationary, depending on other factors.
  • INCONCLUSIVE means the hypothesis could not be calculated. This occurs when there are not enough input values for the selected equation,based on the parameter values for ALGORITHM.