This function outputs a result set that contains the estimated coefficients with accompanying per-coefficient statistical ratings. This result set is retrieved by issuing a SELECT against the ART.
The function can output a secondary (ARTFITMETADATA) result set with goodness-of-fit metadata, a tertiary (ARTFITRESIDUALS) result set with residuals from the fitting operation, a quaternary (ARTMODEL) result set with validation model context, and a quinary (ARTVALDATA) result set with the validation series. These result sets are retrieved directly using the TD_EXTRACT_RESULTS function. Additionally, the residuals can be indirectly referenced by passing the ART name into a UAF function that requires the residual series as an input.
RETURNS TABLE Schema for Primary Result Set
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifying the field list. |
INDEX | INTEGER | An integer index that identifies the coefficient. Index of 1 corresponds to the constant coefficient. Other indices associated with coefficients in accordance to order in which they appeared in the formula. |
COEFF_NAME | VARCHAR(64) CHARACTER SET UNICODE | Name of the coefficient. |
COEFF_VALUE | FLOAT | The calculated value of the coefficient in the fitted model. |
STD_ERROR | FLOAT | The standard error associated with the calculated value for that coefficient. Only returned if COEFF_STATS(1). |
ZSTAT_VALUE | FLOAT | The z-statistic associated with the calculated value for that coefficient. Purpose is to determine how significant a given coefficient is, relative to a statistical value of 0. Only returned if COEFF_STATS(1). |
ZSTAT_PROB | FLOAT | The probability associated with the z-statistic. It is the probability of obtaining an absolute value of z as large as the one that was calculated for the data, if the coefficient is 0. Only returned if COEFF_STATS(1). |
RETURNS TABLE Schema for Secondary Result Set
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifying the field list. |
NUM_SAMPLES | Integer | Total number of sample points found in each of the original, calculated, and residual series. |
VAR_COUNT | Integer | Number of explanatory variables, including the constant, in the original regression. |
R_SQUARE | FLOAT | The calculated R-squared value from the original and calculated values. |
R_ADJ_SQUARE | FLOAT | The calculated adjusted R-squared value from the original and calculated values. |
STD_ERROR | FLOAT | The standard error or deviation associated with the model. |
STD_ERROR_DF | FLOAT | The degrees of freedom associated with the standard error calculation. |
ME | FLOAT | The Mean Error. |
MAE | FLOAT | The Mean Absolute Error. |
MSE | FLOAT | The Mean Squared Error. |
MPE | FLOAT | The Mean Percent Error. |
MAPE | FLOAT | The Mean Absolute Percent Error. |
F_STAT_CALC | FLOAT | The calculated F-statistic value for the ordinary least squares (OLS) regression. |
P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
NUM_DF | FLOAT | The degrees of freedom in the numerator associated with the unexplained portion of the F-statistic. |
DENOM_DF | FLOAT | The degrees of freedom in the denominator associated with the explained portion of the F-statistic. |
SIGNIFICANCE_LAYER | FLOAT | Level of significance for the test. |
F_CRITICAL | FLOAT | The chi-squared critical value extracted from the chi-squared statistic tables. |
F_CRITCAL_P | FLOAT | The p-value corresponding to the calculated critical value. |
NULL_HYPOTH | VARCHAR(16) | The result of the test.
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RETURNS TABLE Schema for Tertiary Result Set
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifying the field list. |
ROW_I | Varies | Indexing column for the one dimensional multivariate output array containing the residuals. It is incremented by 1 for each row, starting from 1. The value could be another data type based on the flowthrough feature. |
ACTUAL_VALUE | FLOAT | The actual value of the response variable. |
CALC_VALUE | FLOAT | The calculated value of the response variable using the model. |
RESIDUAL | FLOAT | The difference between the calculated response value and the actual response value. |
RETURNS TABLE Schema for Quaternary Result Set
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifying the field list. |
ROW_I | Integer | The model row number. |
MODEL_DATA | VARBYTE (64000) | Model context in binary form. |
RETURNS TABLE Schema for Quinary Result Set
Name | Data Type | Description |
---|---|---|
derived-series-identifier | Varies | The resultant series identifying the field list. |
ROW_I | Varies | Indexing column for the output array. The value could be another data type based on the flowthrough feature. |
VAL_ACTUAL_VALUE | FLOAT | The unused sample data actual value. |
VAL_CALC_VALUE | FLOAT | The unused sample data fitted value. |
VAL_RESIDUAL | FLOAT | The unused sample data residuals. |