Example: TD_ARIMAESTIMATE Call
EXECUTE FUNCTION
INTO VOLATILE ART(ARMA_ART_MLE_SEASON_12)
TD_ARIMAESTIMATE(
SERIES_SPEC(TABLE_NAME(diff12_souv), ROW_AXIS(SEQUENCE(ROW_I)),
SERIES_ID(seriesID AS SID), PAYLOAD(FIELDS(OUT_OUT_sales), CONTENT(REAL)) ),
FUNC_PARAMS(NONSEASONAL(MODEL_ORDER(2,0,1)),
CONSTANT(0), ALGORITHM(MLE), COEFF_STATS(1),
FIT_METRICS(1), RESIDUALS(1), FIT_PERCENTAGE(80) )
);
TD_ARIMAESTIMATE Primary Layer Output
SELECT statement to display the coefficients for seriesID=33.
SELECT CAST(SID AS INTEGER), CAST(ROW_I AS INTEGER), CAST(COEFF_NAME AS VARCHAR(8)), CAST(COEFF_VALUE AS FORMAT 'ZZ9.99999999'), CAST(STD_ERROR AS FORMAT 'ZZ9.99999999'), CAST(ZSTAT_VALUE AS FORMAT 'ZZ9.99999999'), CAST(ZSTAT_PROB AS FORMAT 'ZZ9.99999999') FROM ARMA_ART_MLE_SEASON_12; SID ROW_I COEFF_NAME COEFF_VALUE STD_ERROR ZSTAT_VALUE ZSTAT_PROB ----------- ----------- ---------- ------------ ------------ ------------ ------------ 39 0 A R 1 0.19601793 0.21787644 0.89967474 0.36829337 33 0 A R 1 0.19601793 0.21787644 0.89967474 0.36829337 39 1 A R 2 0.09018679 0.18132494 0.49737666 0.61892346 33 1 A R 2 0.09018679 0.18132494 0.49737666 0.61892346 39 2 M A 1 0.81732402 0.16482276 4.95880570 0.00000071 33 2 M A 1 0.81732402 0.16482276 4.95880570 0.00000071
Example: TD_ARIMAESTIMATE Call for Secondary Layer to Show FIT_METRICS
SELECT * FROM ( EXECUTE FUNCTION TD_EXTRACT_RESULTS(ART_SPEC(TABLE_NAME(ARMA_ART_MLE_SEASON_12), LAYER(ARTFITMETADATA) ))) AS T WHERE SID=33;
TD_ARIMAESTIMATE Secondary Layer Output
SID 33 ROW_I 0 NUM_SAMPLES 56 VAR_COUNT 3 R_SQUARE 2.61005587661601E-001 R_ADJ_SQUARE 2.33119006063925E-001 STD_ERROR 8.38233469363019E 006 STD_ERROR_DF 54 ME 3.44967425853012E 002 MAE 2.07434342577093E 003 MSE 8.08296559742912E 006 MPE 4.04683408908351E 001 MAPE 1.75003395872541E 002 FSTAT_CALC 9.35954042080790E 000 P_VALUE 3.30362388809736E-004 NUM_DF 2 DENOM_DF 53 SIGNIFICANCE_LEVEL 5.00000000000000E-002 F_CRITICAL 3.17162594803767E 000 F_CRITICAL_P 5.00000000000000E-002 NULL_HYPOTH REJECT
Example: TD_ARIMAESTIMATE Call for Tertiary Layer with RESIDUALS
EXECUTE FUNCTION INTO VOLATILE ART(myart)
TD_EXTRACT_RESULTS(ART_SPEC(TABLE_NAME(ARMA_ART_MLE_SEASON_12),
LAYER(ARTFITRESIDUALS) ));
TD_ARIMAESTIMATE Output for Tertiary Layer
SELECT TOP 10 * FROM myart WHERE SID=33 ; SID ROW_I ACTUAL_VALUE CALC_VALUE RESIDUAL ----------- -------------------- ---------------------- ---------------------- ---------------------- 33 0 1.96571000000000E 003 2.99137755341759E 002 1.66657224465824E 003 33 1 1.58372000000000E 003 -6.98125149074582E 002 2.28184514907458E 003 33 2 -3.12569000000000E 003 -1.33315924587870E 003 -1.79253075412130E 003 33 3 8.89180000000000E 002 9.39518294770247E 002 -5.03382947702465E 001 33 4 -9.11320000000000E 002 -8.02341618924278E 001 -8.31085838107572E 002 33 5 5.92910000000000E 002 5.70736047004858E 002 2.21739529951419E 001 33 6 -6.43700000000001E 002 1.17834822240643E 001 -6.55483482224065E 002 33 7 -7.11199999999999E 002 4.54489661429011E 002 -1.16568966142901E 003 33 8 -1.06299000000000E 003 7.45975653468051E 002 -1.80896565346805E 003 33 9 5.58786000000000E 003 1.21012724441833E 003 4.37773275558166E 003