The TD_WHITES_GENERAL function returns a primary result set consisting of one row per unique 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 | INTEGER | Index of time series. |
| NUM_SAMPLES | INTEGER | The total number of sample points found in the residual series. |
| AUX_COUNT | INTEGER | The number of explanatory variable combinations,excluding the constant, in the auxiliary regression. |
| AUX_RSS | FLOAT | The calculated residual sum of squares (RSS) from the residuals associated with the auxiliary regression. |
| DEGREES_FREEDOM | INTEGER | The calculated degrees of freedom relative to the auxiliary regression. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level used for the test. |
| WG_VALUE | FLOAT | The calculated Whites-General Test Statistic value. |
| P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| CHISQUARED_VALUE | FLOAT | The chi-squared critical value from the chi-squared-statistic tables. |
| CRITICAL_P | FLOAT | The p-value corresponding to the critical value. |
| NULL_HYPOTH | VARCHAR(17) | The result of the test:
|