TD_DURBIN_WATSON Input Table LR_RESIDUALS from ARTFITRESIDUALS Layer of TD_LINEAR_REGR
| Dept |
ROW_I |
X1 |
ACTUAL_VALUE |
CALC_VALUE |
RESIDUAL |
|---|
| 10 |
0 |
131.5279032 |
20299.98 |
18459.4817394763 |
1840.4982605236 |
| 10 |
1 |
126.4420645 |
34932.26 |
18477.032352320 |
16455.22764768 |
| 10 |
2 |
126.4420645 |
15223.23 |
18477.032352320 |
3253.8023523200 |
| 10 |
3 |
203.0642742 |
499.95 |
18212.618394859 |
17712.668394859 |
| ... |
... |
... |
... |
... |
... |
Example: TD_DURBIN_WATSON Call for Statistically Testing Residuals Generated During Linear Regression
EXECUTE FUNCTION INTO VOLATILE ART(LR_DW)
TD_DURBIN_WATSON(
ART_SPEC( TABLE_NAME(LR_RESIDUALS)),
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;
DEPT 10
ROW_I 0
NUM_SAMPLES 6436
EXPLANATORY_COUNT 1
CONSTANT 1
METHOD DW_FORMUL
DW_VALUE 2.029198198718
DL_VALUE 1.938088888888
DU_VALUE 1.939668333333
SIGNIFICANCE_LEVEL 0.5
NULL_HYPOTH ACCEPT
Example: 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