The TD_PORTMAN function returns a primary result set consisting of one row per unique series acted upon by the function.
RETURNS TABLE Schema
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
ROW_I | Varies | Index of result series. |
NUM_SAMPLES | INTEGER | The total number of sample points found in the residual series. |
DEGREES_FREEDOM | INTEGER | The calculated degrees of freedom, which is equal to either MAXLAG or (MAXLAG - DEGREES_FREEDOM). DEGREES_FREEDOM in the calculation is the function parameter and depends on the TEST used. |
SIGNIFICANCE_LEVEL | FLOAT | The significance level used for the test. |
PORTMAN_VALUE | FLOAT | The calculated Portmanteau test value. |
P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
CHISQUARE_VALUE | FLOAT | The chi-squared critical value from the chi-squared-statistic tables. |
CRITICAL_P | FLOAT | The p-value corresponding to the critical value. |
NULL_HYPOTH | VARCHAR(257) | The result of the test.
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