TD_PORTMAN Output - Teradata Vantage

Database Unbounded Array Framework Time Series Functions

Deployment
VantageCloud
VantageCore
Edition
VMware
Enterprise
IntelliFlex
Product
Teradata Vantage
Release Number
17.20
Published
June 2022
ft:locale
en-US
ft:lastEdition
2025-04-04
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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.