TD_DURBIN_WATSON 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
dita:mapPath
ncd1634149624743.ditamap
dita:ditavalPath
ruu1634160136230.ditaval
dita:id
ncd1634149624743
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
EXPLANTORY_COUNT INTEGER The number of explanatory variables in the original regression. The number of explanatory variables along with the INCLUDE_CONSTANT information is needed to perform the lookup in the Durbin-Watson tables.
INCLUDE_CONSTANT INTEGER [Optional] Indicator that the original regression equation contained a constant, also known as an intercept. A value of 0 indicates that no constant was present. A value of 1 indicates that a constant was present.
METHOD Enum, String Enumerated value specifying the formula to calculate the Durbin-Watson test statistic value. DW_FORMULA means use the full summation formula to calculate the value. ACR_LAG1 means perform the regression with an autocorrelation of lag 1, and use the result as the basis the for Durbin-Watson statistic.
SIGNIFICANCE_LEVEL FLOAT The significance level for the test such as 0.01, or 0.05.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.