TD_DICKEY_FULLER Syntax Elements - 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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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.