TD_FITMETRICS Function Examples | Teradata Vantage - TD_FITMETRICS Examples - Teradata Vantage

TD_FITMETRICS Input Table FM_RES_INPUT from TD_ARIMAESTIMATE Residuals

Example: TD_FITMETRICS Call Using a Single Series

EXECUTE FUNCTION INTO VOLATILE ART(ART_FMFSTAT)
TD_FITMETRICS(
   SERIES_SPEC(TABLE_NAME(FM_RES_INPUT),ROW_AXIS(Sequence(ROW_I)),SERIES_ID(ID),
     PAYLOAD(FIELDS(ACTUAL_VALUE, CALC_VALUE, RESIDUAL),
        CONTENT(MULTIVAR_REAL))),
   FUNC_PARAMS(VAR_COUNT(5), FSTAT(1), SIGNIFICANCE_LEVEL(0.05))
);

TD_FITMETRICS Output for a Single Series

SELECT * FROM ART_FMFSTAT;

ID 1
ROW_I 0
NUM_SAMPLES 10
VAR_COUNT 5
R_SQUARE 4.99152842415467E-001
R_ADJ_SQUARE 9.84751163478415E-002
STD_ERROR 7.35919851155132E 003
STD_ERROR_DF 8
ME 3.65067261451492E 001
MAE 5.79734813567028E 001
MSE 5.88735880924106E 003
MPE 9.53671168526718E 000
MAPE 1.99430509535384E 001
FSTAT_CALC 1.24577137669794E 000
P_VALUE 3.99058498089441E-001
NUM_DF 4
DENOM_DF 5
SIGNIFICANCE_LEVEL 5.00000000000000E-002
F_CRITICAL 5.19216777280392E 000
F_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT

Example: TD_FITMETRICS Call Using a Multi-level ART

EXECUTE FUNCTION INTO VOLATILE ART(FM_ARTSPEC_OUT)
TD_FITMETRICS(
   ART_SPEC(TABLE_NAME(ARMAVAL_ART),LAYER(ARTFITRESIDUALS)),
   FUNC_PARAMS(VAR_COUNT(5), FSTAT(1), SIGNIFICANCE_LEVEL(0.05))
);

TD_FITMETRICS Output for a Multi-level ART

SELECT * FROM FM_ARTSPEC_OUT;

ID 1
ROW_I 0
NUM_SAMPLES 10
VAR_COUNT 5
R_SQUARE 4.99152842415467E-001
R_ADJ_SQUARE 9.84751163478415E-002
STD_ERROR 7.35919851155132E 003
STD_ERROR_DF 8
ME 3.65067261451492E 001
MAE 5.79734813567028E 001
MSE 5.88735880924106E 003
MPE 9.53671168526718E 000
MAPE 1.99430509535384E 001
FSTAT_CALC 1.24577137669794E 000
P_VALUE 3.99058498089441E-001
NUM_DF 4
DENOM_DF 5
SIGNIFICANCE_LEVEL 5.00000000000000E-002
F_CRITICAL 5.19216777280392E 000
F_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT