This function produces a primary result set of same content type as the input SERIES_SPEC time series. This means an input series of type REAL (univariate series) produces a result series of type REAL, and an input series of type MULTIVAR_REAL (multivariate series) produces a result series of type MULTIVAR_REAL. There are no additional auxiliary layers returned by this function.
Display the RETURNS TABLE with a SELECT statement.
RETURNS TABLE Schema
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from SERIES ID declaration. |
| ROW_I | INTEGER | The index of the series. |
| OUT_payload_name | FLOAT | The computed auto-correlation or auto-covariance coefficient. The result column is returned for every payload field passed into the function. |
| QSTATVAL_payload_name | FLOAT | Ljung-Box Q statistic for autocorrelation coefficient. This column is returned only when the passed in QSTAT parameter is 1. The result column is returned for every payload field passed into the function. |
| PVALUE | FLOAT | The p-value associated with the Q-statistic for the given coefficient value. The p-value is the probability of obtaining a test statistic at least as extreme as the one that was observed, assuming that the null hypothesis is true. This column is returned only when if the passed in QSTAT parameter is 1. |
| CONF_OFF_payload_name | FLOAT | Confidence bands in accordance with Bartlett’s formula. This column is returned only when the passed in ALPHA parameter was set to a non-zero value. The result column is returned for every payload field passed into the function. |
| CONF_LOW_payload_name | FLOAT | Confidence bands lower limits in accordance with Bartlett’s formula. This column is returned only when the passed in ALPHA parameter was set to a non-zero value. The result column is returned for every payload field passed into the function. |
| CONF_HI_payload_name | FLOAT | Confidence band upper limits in accordance with Bartlett’s formula. This column is returned only when the passed in ALPHA parameter was set to a non-zero value. The result column is returned for every payload field passed into the function. |