TD_DURBIN_WATSON Function Examples | Teradata Vantage - TD_DURBIN_WATSON Examples - Teradata Vantage

TD_DURBIN_WATSON Call for Statistically Testing Residuals Generated During Linear Regression

EXECUTE FUNCTION INTO VOLATILE ART(LR_DW)
TD_DURBIN_WATSON(
   SERIES_SPEC( TABLE_NAME(LR_RESIDUALS), SERIES_ID(CITYID),   
      ROW_AXIS(SEQUENCE(ROW_I)), PAYLOAD( FIELDS(RESIDUAL), CONTENT(REAL) )),
   FUNC_PARAMS(EXPLANATORY_COUNT(1),INCLUDE_CONSTANT(1),METHOD(DW_FORMULA),
      SIGNIFICANCE_LEVEL(.05) )
);

TD_DURBIN_WATSON Output for Statistically Testing Residuals Generated During Linear Regression

SELECT * FROM LR_DW;

CITYID 33
ROW_I 0
NUM_SAMPLES 12
EXPLANATORY_COUNT 1
CONSTANT 1
METHOD DW_FORMUL
DW_VALUE 2.56910052875182E 000
DL_VALUE 9.71000000000000E-001
DU_VALUE 1.33100000000000E 000
SIGNIFICANCE_LEVEL 5.00000000000000E-002
NULL_HYPOTH ACCEPT

TD_DURBIN_WATSON Call for Statistically Testing Residuals Generated During ARMA Estimation

EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_DW)
TD_DURBIN_WATSON(
   SERIES_SPEC( TABLE_NAME(AR1_RESIDUALS), SERIES_ID(DatasetID),  
      ROW_AXIS(SEQUENCE(ROW_I)), PAYLOAD( FIELDS(RESIDUAL), CONTENT(REAL) )),
   FUNC_PARAMS(EXPLANATORY_COUNT(1),INCLUDE_CONSTANT(1),METHOD(DW_FORMULA),
      SIGNIFICANCE_LEVEL(.05) )
);

TD_DURBIN_WATSON Output for Statistically Testing Residuals Generated During ARMA Estimation

SELECT * FROM SAV_AR1_DW;

DataSetID 552
ROW_I 0
NUM_SAMPLES 72
EXPLANATORY_COUNT 1
CONSTANT 1
METHOD DW_FORMUL
DW_VALUE 2.27022359754319E 000
DL_VALUE 1.58900000000000E 000
DU_VALUE 1.64540000000000E 000
SIGNIFICANCE_LEVEL 5.00000000000000E-002
NULL_HYPOTH ACCEPT