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.
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