TD_SIGNIF_PERIODICITIES Input Table AR2_VALIDATE_RESIDUALS from TD_ARIMAVALIDATE Residuals
| DataSetID |
ROW_I |
ACUTAL_VALUE |
CALC_VALUE |
RESIDUAL |
|---|
| 552 |
74 |
5.9 |
5.850329 |
0.049671 |
| 552 |
76 |
6.8 |
6.351585 |
0.448415 |
| 552 |
77 |
7.8 |
6.659775 |
1.140225 |
| 552 |
78 |
7.9 |
7.387227 |
0.512773 |
| 552 |
80 |
7.7 |
8.255784 |
-0.555784 |
| ... |
... |
... |
... |
... |
Example: TD_SIGNIF_PERIODICITIES Call
EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR2_SIGNIFPERIOD)
TD_SIGNIF_PERIODICITIES(
SERIES_SPEC(TABLE_NAME(AR2_VALIDATE_RESIDUALS), SERIES_ID(DatasetID),
ROW_AXIS(SEQUENCE(ROW_I)), PAYLOAD(FIELDS(RESIDUAL),CONTENT(REAL))
),
FUNC_PARAMS(PERIODICITIES(2.0, 6.0, 8.0),SIGNIFICANCE_LEVEL(0.05)
)
);
TD_SIGNIF_PERIODICITIES Output
SELECT * FROM SAV_AR2_SIGNIFPERIOD;
DataSetID 552
ROW_I 0
PERIODICITY 2.66666666600000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 2.30688107271964E-001
RHO 7.94471001190962E-001
FSTAT_CALC 2.17775199087961E 000
P_VALUE 1.30880203922690E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered
DataSetID 552
ROW_I 1
PERIODICITY 5.33333333300000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 1.24878291634970E-001
RHO 8.37432035912072E-001
FSTAT_CALC 1.11840381917347E 000
P_VALUE 3.40046574755460E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered
DataSetID 552
ROW_I 2
PERIODICITY 8.00000000000000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 2.01077957116708E-001
RHO 9.63794591393394E-001
FSTAT_CALC 1.56473660657819E 000
P_VALUE 2.25736021500880E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered