TD_ACF 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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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.