TD_SIGNIF_PERIODICITIES Output - 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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The TD_SIGNIF_PERIODICITIES function returns a primary result set consisting of one row per series instance acted on by the function. There are no additional auxiliary layers returned by this function.

RETURNS TABLE Schema

Name Data Type Description
derived-series-identifier Varies The resultant series identifier inherited from the SERIES_ID.
ROW_I BIGINT Index for returned result series.
NUM_SAMPLES INTEGER The number of observations in the input. If the input is a residuals series, then NUM_SAMPLES is the number of sample points in the residual series.
SIGNIFICANCE_LEVEL FLOAT Total number of parameters involved in the model.
GAMMAK_SQUARE FLOAT The calculated Gamma K squared value.
RHO FLOAT The calculated Rho value.
FSTAT_CALC FLOAT The calculated test statistic for the significant periodicity test.
P_VALUE FLOAT The p-value corresponding to the calculated test statistic.
FSTAT_CRITICAL FLOAT The critical value extracted at the desired significance level from the F-test statistical table with 2 degrees of freedom in numerator and (N-T-2) degrees in the denominator.
FSTAT_CRITICAL_P FLOAT The p-value corresponding to the calculated critical value.
NULL_HYPOTH VARCHAR(125) The result of the test.
  • ACCEPT means the null hypothesis is accepted, and the residual series has no apparent periodicities.
  • REJECT means the null hypothesis is rejected, and the residual series has apparent periodicities.