The TD_FITMETRICS function returns a primary result set consisting of one row per series instance acted on by the function. There are no additional auxiliary layers returned by this function.
RETURNS TABLE Schema
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | Index for returned result series. |
| NUM_SAMPLES | INTEGER | Total number of sample points in the residual series. |
| VAR_COUNT | INTEGER | The number of explanatory variables, including the constant, in the original regression. |
| R_SQUARE | FLOAT | The calculated R-squared value from the original and calculated values. |
| R_ADJ_SQUARE | FLOAT | The calculated adjusted R-squared value from the original and calculated values. |
| STD_ERROR | FLOAT | The standard error/deviation associated with the model. |
| STD_ERROR_DF | FLOAT | The degrees of freedom associated with the standard error calculation. |
| ME | FLOAT | The Mean Error. |
| MAE | FLOAT | The Mean Absolute Error. |
| MSE | FLOAT | The Mean Squared Error. |
| MPE | FLOAT | The Mean Percent Error. |
| MAPE | FLOAT | The Mean Absolute Percent Error. |
| FSTAT_CALC | FLOAT | The calculated FSTAT value for the ordinary least squares (OLS) regression. |
| P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| NUM_DF | FLOAT | The degrees of freedom in the numerator associated with the unexplained portion of the F-statistic (FSTAT) in the numerator. |
| DENOM_DF | FLOAT | The degrees of freedom in the numerator associated with the explained portion of the FSTAT in the denominator. |
| SIGNIFICANCE_LEVEL | FLOAT | The level of significance for the test. |
| F_CRITICAL | FLOAT | The chi-squared critical value extracted from the chi-squared statistic tables. |
| F_CRITICAL_P | FLOAT | The p-value corresponding to the calculated critical value. |
| NULL_HYPOTH | VARCHAR(25) | The result of the F-test.
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