TD_ARIMAVALIDATE Function Examples | Teradata Vantage - TD_ARIMAVALIDATE Examples - Teradata Vantage

Example: TD_ARIMAVALIDATE Call

This function creates the primary results set (layer).

EXECUTE FUNCTION INTO VOLATILE ART (ART_VAL_FLOW_TS)
TD_ARIMAVALIDATE (
ART_SPEC (
   TABLE_NAME (ART_EST_FLOW_TS)
  ),
FUNC_PARAMS (
  FIT_METRICS(1),
  RESIDUALS(1)
),
OUTPUT_FMT(INDEX_STYLE(FLOW_THROUGH))
);

TD_ARIMAVALIDATE Output

This is the primary result set (layer).

SELECT * FROM ARMA_VAL_FLOW_TS;

One 1
ROW_I 0
NUM_SAMPLES 10
VAR_COUNT 7
AIC 1.12883832074012E 001
SBIC 1.15001927724970E 001
HQIC 1.10560286307483E 001
MLR -5.54419160370058E 001
MSE 1.97001830665498E 004

Example: Call for Residual Result Set

EXECUTE FUNCTION INTO VOLATILE ART(ARMA_VAL_FITRESIDUALS)
TD_EXTRACT_RESULTS(ART_SPEC(TABLE_NAME(ARMA_VAL_RESULTS),LAYER(ARTFITRESIDUALS) ));

Residual Result Set Output

SELECT * FROM ARMA_VAL_FITRESIDUALS;

One ROW_I            ACTUAL_VALUE            CALC_VALUE            RESIDUAL
---------------------------------------------------------------------------
1  2014-01-21 08:00:00.000016   4.34000000000000E 002   3.58283803851913E 002   7.57161961480870E 001
1  2014-01-22 08:00:00.000017   2.20000000000000E 002   3.05414237261354E 002  -8.54142372613545E 001
1  2014-01-23 08:00:00.000018   3.74000000000000E 002   3.78214144770345E 002  -4.21414477034462E 000
1  2014-01-24 08:00:00.000019   3.08000000000000E 002   3.02699896567743E 002   5.30010343225653E 000
1  2014-01-25 08:00:00.000020   2.20000000000000E 002   3.32152731174251E 002  -1.12152731174251E 002
1  2014-01-26 08:00:00.000021   3.11000000000000E 002   3.90166837902411E 002  -7.91668379024109E 001
1  2014-01-27 08:00:00.000022   1.81000000000000E 002   3.61089393115972E 002  -1.80089393115973E 002
1  2014-01-28 08:00:00.000023   2.74000000000000E 002   4.71544775300067E 002  -1.97544775300067E 002
1  2014-01-29 08:00:00.000024   3.03000000000000E 002   4.75444599614643E 002  -1.72444599614643E 002
1  2014-01-30 08:00:00.000025   2.44000000000000E 002   4.96761854788430E 002  -2.52761854788430E 002