TD_PORTMAN Input Table AR1_VALIDATE_RESIDUALS
| DataSetID |
RJOW_I |
ACTUAL_VALUE |
CALC_VALUE |
RESIDUAL |
|---|
| 552 |
74 |
5.9 |
5.71374561796636 |
0.18625438203363998 |
| 552 |
76 |
6.8 |
6.448667308654891 |
0.35133269134510886 |
| 552 |
77 |
7.8 |
6.693641205551067 |
1.1063587944489321 |
| 552 |
78 |
7.9 |
7.510220861871657 |
0.3897791381283435 |
| ... |
... |
... |
... |
... |
Example: TD_PORTMAN Call Using Box-Pierce Test
EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_PORTMANBP)
TD_PORTMAN(
SERIES_SPEC( TABLE_NAME(AR1_VALIDATE_RESIDUALS), SERIES_ID(DatasetID),
ROW_AXIS(SEQUENCE(ROW_I)),
PAYLOAD(FIELDS(RESIDUAL), CONTENT(REAL))) WHERE DatasetID=552,
FUNC_PARAMS(
MAXLAG(2),
TEST(BP),
DEGREES_FREEDOM(1),
SIGNIFICANCE_LEVEL(0.05)
)
);
TD_PORTMAN Output with Box-Pierce Results
SELECT * FROM SAV_AR1_PORTMANBP;
DataSetID 552
ROW_I 0
NUM_SAMPLES 32
DEGREES_FREEDOM 2
SIGNIFICANCE_LEVEL 5.00000000000000E-002
PORTMAN_VALUE 2.74239795826440E 000
P_VALUE 9.77180304798542E-002
CHISQUARE_VALUE 3.84145882069412E 000
CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT
Example: TD_PORTMAN Call Using Ljung-Box Test
EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_PORTMANLJB)
TD_PORTMAN(
SERIES_SPEC( TABLE_NAME(AR1_VALIDATE_RESIDUALS), SERIES_ID(DatasetID), ROW_AXIS (SEQUENCE(ROW_I)), PAYLOAD(FIELDS(RESIDUAL), CONTENT(REAL))) WHERE DatasetID=552,
FUNC_PARAMS(
MAXLAG(2),
TEST(LB),
DEGREES_FREEDOM(1),
SIGNIFICANCE_LEVEL(0.05)
)
);
TD_PORTMAN Output with Ljung-Box Results
SELECT * FROM SAV_AR1_PORTMANLJB;
DataSetID 552
ROW_I 0
NUM_SAMPLES 32
DEGREES_FREEDOM 2
SIGNIFICANCE_LEVEL 5.00000000000000E-002
PORTMAN_VALUE 3.05484204972904E 000
P_VALUE 8.04968214748349E-002
CHISQUARE_VALUE 3.84145882069412E 000
CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT