TD_PORTMAN Output - 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
2023-12-08
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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.
  • ACCEPT means the null hypothesis is accepted, and the apparent test signal is white noise.
  • REJECT means the null hypothesis is rejected, and the apparent test signal is not white noise.