TD_SIGNIF_PERIODICITIES Input - 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_SIGNIF_PERIODICITIES function takes a single input source containing residual series instances. The input source is referenced using a SERIES_SPEC or using an ART_SPEC. When using an ART_SPEC, it must reference an ART generated by the TD_ARIMAVALIDATE function that includes a ARTFITRESIDUALS layer.

To determine the periodicities to pass in, you perform spectral analysis against the in-sample residuals from the TD_ARIMAVALIDATE function. The spectral analysis can be the line spectrum from TD_LINE_SPECTRUM, the power spectrum from TD_POWER_SPECTRUM or both. You then generate the list of periodicities by plotting and identifying the peaks from the plots or issue a SQL SELECT TOP N query to find the peaks.