TD_DICKEY_FULLER 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
A table containing a univariate residual series. The SERIES_SPEC is required to have a payload content of REAL. The single payload field passed in must include the magnitude column of the series under consideration. This is usually the residual column.

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
ALGORITHM Enum, String The type of regression that is run for the test. The following options are available:
  • NONE: Random walk
  • DRIFT: Random walk with drift
  • DRIFTNTREND: Random walk with drift and trend
  • SQUARED: Random walk with drift, trend, and quadratic trend.
MAXLAGS INTEGER Optional. Maximum lag which is not included in test.

The range for the MAXLAGS value is [0, 100].

Default is 0.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.