TD_SIGNIF_RESIDMEAN 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_RESIDMEAN function returns a primary result set with one row per series instance acted on by the function. There are no other 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 INTEGER Index for returned result series.
NUM_SAMPLES INTEGER The number of sample points in the residual series.
SIGNIFICANCE_LEVEL FLOAT The significance level associated with this test..
RESID_MEAN FLOAT The calculated mean for the residual series.
RESID_VARIANCE FLOAT The calculated variance range for the residual series.
TSTAT_CALC FLOAT The T statistic associated with the calculated test statistic.
P_VALUE FLOAT The p-value corresponding to the calculated test statistic.
TSTAT_CRITICAL FLOAT The T statistic critical value associated with the calculated

test statistic.

TSTAT_CRITICAL_P FLOAT The p-value corresponding to the calculated critical value.
NULL_HYPOTH VARCHAR(128) The result of the test.
  • ACCEPT means the null hypothesis is accepted, and the residuals are white noise with a mean of 0.
  • REJECT means the null hypothesis is rejected, and the residuals are not white noise, and have a mean of non-zero.