Example: TD_SELECTION_CRITERIA Call with USE_LIKELIHOOD
EXECUTE FUNCTION INTO VOLATILE ART(SELCRT_ART_ARMAEST_CONST1)
TD_SELECTION_CRITERIA(
ART_SPEC( TABLE_NAME(ARMA_EST_ART_CONST1)),
FUNC_PARAMS(VAR_COUNT(4),CONSTANT(1),USE_LIKELIHOOD(1))
);
TD_SELECTION_CRITERIA Output with USE_LIKELIHOOD
SEL * FROM SELECT_ART_ARMAEST_CONST1;
One 1
ROW_I 0
NUM_SAMPLES 15
VAR_COUNT 4
AIC 1.18948267541269E 002
SBIC 1.22488518546780E 002
HQIC 1.18910556470783E 002
MLR -5.44741337706346E 001
MSE 6.43991168495289E 001
Example: TD_SELECTION_CRITERIA Call with RSS
EXECUTE FUNCTION INTO VOLATILE ART(SELCRT_ART_ARMAEST_CONST1
TD_SELECTION_CRITERIA(
ART_SPEC(TABLE_NAME(ARMA_EST_ART_CONST1)),
FUNC_PARAMS(VAR_COUNT(4),CONSTANT(1))
);
TD_SELECTION_CRITERIA Output with RSS
SEL * FROM SELCRT_ART_ARMAEST_CONST1;
One 1
ROW_I 0
NUM_SAMPLES 15
VAR_COUNT 4
AIC 4.69843325283298E 000
SBIC 4.88724663979357E 000
HQIC 4.69642199574039E 000
MLR -3.42382493962473E 001
MSE 6.43991168495289E 001