TD_ACF Syntax Elements - 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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lifecycle
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SERIES_SPEC
Specify the SERIES_SPEC of the input time series.

See Series Specifications.

FUNC_PARAMS
Name Data Type Description
MAXLAGS Integer [Optional] The maximum number of lags to calculate the autocorrelation or autocovariance, a positive INTEGER less than or equal to n-1, where n is the number of observations in the time series. The default is 10*log10(n)

If maxlags exceeds n-1, the function ignores maxlags and uses the system-defined value.

For the function to resolve, the NumberOfEntriesPerSeries X MaxLags must be less than 7,864,200,000. For a series having more than 88,600 entries, the MAXLAGS value must be a number smaller than 88,600 for the function to complete.
FUNC_TYPE Integer [Optional] The calculation type. Use 0 for autocorrelation, or 1 for autocovariance. The default is 0.
UNBIASED Integer [Optional] The formula for the denominator to calculate the autocovariance. Use 0 for Jenkins-Watts formula, or 1 for Box-Jenkins formula. The default is 0.
DEMEAN Integer [Optional] Indicator to subtract the mean x from each element of x in the formula before for calculating the autocorrelation or autocovariance. Use 0 for no, or 1 for yes. The default is 1.

Using DEMEAN(0) can cause PVALUE to be 0 for all auto-correlation or auto-covariance coefficients in the output.

QSTAT Integer [Optional] Indicator to provide the Ljung-Box q statistic and its associated p value for each autocorrelation coefficient. Use 0 for no, or 1 for yes. The default is 0.
ALPHA FLOAT [Optional] The level to return confidence interval. Use a positive REAL to return the interval. The function computes the standard deviation for confidence intervals with Bartlett's formula.

Default behavior when ALPHA omitted or not a positive REAL: The function does not return confidence intervals.

INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.