TD_SIGNIF_RESIDMEAN Input Table AR1_VALIDATE_RESIDUALS from TD_ARIMAVALIDATE Residuals
| DataSetID |
ROW_I |
ACTUAL_VALUE |
CALC_VALUE |
RESIDUAL |
|---|
| 552 |
72 |
6.50000 |
6.70605 |
-0.20605 |
| 552 |
73 |
5.60000 |
6.44867 |
-0.84867 |
| 552 |
74 |
6.9000 |
5.71375 |
0.18625 |
| 552 |
75 |
6.50000 |
5.95872 |
0.54128 |
| ... |
... |
... |
... |
... |
Example: TD_SIGNIF_RESIDMEAN Call
EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_RESIDMEAN)
TD_SIGNIF_RESIDMEAN(
SERIES_SPEC( TABLE_NAME(AR1_VALIDATE_RESIDUALS), SERIES_ID(DatasetID),
ROW_AXIS(SEQUENCE(ROW_I)), PAYLOAD(FIELDS(RESIDUAL), CONTENT(REAL)) ),
FUNC_PARAMS(SIGNIFICANCE_LEVEL(0.05))
);
TD_SIGNIF_RESIDMEAN Output
SELECT * FROM SAV_AR1_RESIDMEAN;
DataSetID 552
ROW_I 0
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
RESID_MEAN -9.43368981721958E-002
RESID_VARIANCE 8.40758874849817E-001
TSTAT_CALC -5.81997141230749E-001
P_VALUE 2.82388772179580E-001
TSTAT_CRITICAL -2.03951344639641E 000
TSTAT_CRITICAL_P 2.50000000000000E-002
NULL_HYPOTH ACCEPT