TD_PORTMAN Syntax Elements - 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
2024-10-04
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SERIES_SPEC
A table containing a univariate residual series. The SERIES_SPEC is required to have a payload content of REAL. The single payload field passed in must include the magnitude column of the series under consideration. This is usually the residual column.

See Series Specifications.

ART_SPEC
An ART created by a UAF function, and includes an ARTFITRESIDUALS layer. The ART_SPEC must include TABLE_NAME and LAYER. Do not use any other ART_SPEC parameters.
ART_SPEC (TABLE_NAME( [database-name .] table-name ), LAYER(layer-name ))

See ART Specifications.

FUNC_PARAMS
Name Data Type Description
MAXLAG INTEGER The number of explanatory variables referenced in the PAYLOAD() declaration in the original series specification. These explanatory variables are the variables that are used for the auxiliary regression.
TEST Enum, String The Portmanteau test to use. The following tests are available:
  • BP : Box-Pierce Q test. It calculates a test statistic value based on the square of the auto-correlation coefficients associated with the residual series. Result is expected to follow a Chi-squared distribution.
  • LB : Ljung-Box Q test. It calculates a test statistic value based on the square of the auto-correlation coefficients adjusted by its asymptotic variance.
  • LM : Li-McLeod Q test. IT calculates a test statistic value based on the square of the auto-correlation coefficients, and does a conservative adjustment to the value by its asymptotic variance.
  • MQ : Monti Q test. It calculates a test statistic value based on the square of the partial auto-correlation coefficients which are then adjusted toward their asymptotic variance.
  • ML : McLeod-Li Q test. It creates a new series from the residual series by squaring each of the series entries, calculates the auto-correlation coefficients associated with the new series, and then calculates a test statistic value based on the square of those auto-correlation coefficients, adjusted toward their asymptotic variance.
DEGREES_FREEDOM INTEGER The input model to be subtracted from MAXLAG to calculate the degrees of freedom.
SIGNIFICANCE_LEVEL FLOAT The significance level for the test.
PACF_METHOD Enum, String [Optional. Monti Q test only.] The underlying algorithm to calculate the partial auto-orrelation coefficients.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.