TD_MULTIVAR_REGR Input Table HOUSE_VALUES
| TIMECODE | CITYID | HOUSE_VAL | SALARY | MORTGAGE |
|---|---|---|---|---|
| 2020-09-01 08:00:00 | 33 | 195000.0 | 72000.0 | 0.049 |
| 2020-09-01 08:00:00 | 33 | 120000.0 | 39000.0 | 0.03 |
| 2020-01-01 08:00:00 | 33 | 144000.0 | 74000.0 | 0.034 |
| 2020-08-01 08:00:00 | 33 | 184000.0 | 49000.0 | 0.03 |
| 2020-05-01 08:00:00 | 33 | 320000.0 | 112000.0 | 0.017 |
| ... | ... | ... | ... | ... |
Example: TD_MULTIVAR_REGR Call
EXECUTE FUNCTION INTO VOLATILE ART(MULTIVAR_RESULTS)
TD_MULTIVAR_REGR(
SERIES_SPEC(
TABLE_NAME(HOUSE_VALUES),
ROW_AXIS(TIMECODE(TD_TIMECODE)),
SERIES_ID(CITYID),
PAYLOAD( FIELDS(HOUSE_VAL, SALARY, MORTGAGE),
CONTENT(MULTIVAR_REAL)) ),
FUNC_PARAMS(
VARIABLES_COUNT(3),
WEIGHTS(0),
FORMULA('Y = B0 + B1*X1 + B2*X2'),
ALGORITHM('QR'),
COEFF_STATS(1),
MODEL_STATS(1),
RESIDUALS(1) ) );
TD_MULTIVAR_REGR Primary Result
Display the primary RETURNS TABLE with this statement:
SELECT * FROM MULTIVAR_RESULTS;
CITYID 33 ROW_I 0 COEFF_NAME B0 COEFF_VALUE 8.18270797024760E 004 STD_ERROR 4.95935306610341E 004 TSTAT_VALUE 1.64995471408871E 000 TSTAT_PROB 1.33350347896138E-001 SIGNIF_RATING 0.1 to 1.0 CONF_INT_LOW -9.08346272834929E 003 CONF_INT_HIGH 1.72737622133301E 005 CITYID 33 ROW_I 1 COEFF_NAME B1 COEFF_VALUE 1.98013039612643E 000 STD_ERROR 4.93261793541858E-001 TSTAT_VALUE 4.01435996473220E 000 TSTAT_PROB 3.04381074980674E-003 SIGNIF_RATING 0.001 to 0.01 CONF_INT_LOW 1.07592582319964E 000 CONF_INT_HIGH 2.88433496905322E 000 CITYID 33 ROW_I 2 COEFF_NAME B2 COEFF_VALUE -1.01032988754990E 006 STD_ERROR 1.06299250300384E 006 TSTAT_VALUE -9.50458149699901E-001 TSTAT_PROB 3.66703526705887E-001 SIGNIF_RATING 0.1 to 1.0 CONF_INT_LOW -2.95891519212286E 006 CONF_INT_HIGH 9.38255417023066E 005
TD_MULTIVAR_REGR Secondary Result
Display the secondary RETURNS TABLE with this function call:
EXECUTE FUNCTION TD_EXTRACT_RESULTS(ART_SPEC( TABLE_NAME(MULTIVAR_RESULTS), LAYER(ARTFITMETADATA)));
CITYID 33 ROW_I 0 STD_ERROR2 4.54969692841879E 004 STD_ERROR_DF 9 MULTIPLE_R_SQUARED 6.43223516138600E-001 ADJUSTED_R_SQUARED 5.63939853058289E-001 FSTATISTIC 8.11293892270141E 000 EXPLAINED_DF 2 UNEXPLAINED_DF 9 PROB_VALUE 9.67794155011388E-003
TD_MULTIVAR_REGR Tertiary Result
Display the tertiary RETURNS TABLE with this function call:
EXECUTE FUNCTION TD_EXTRACT_RESULTS( ART_SPEC( TABLE_NAME(MULTIVAR_RESULTS), LAYER(ARTFITRESIDUALS) ));
CID ROW_I X1 X2 ACTUAL_VALUE CALC_VALUE RESIDUAL ----------- ----------- ------------- ------------- ------------- ------------- ------------- 33 0 3.90000E 004 3.00000E-002 1.20000E 005 1.21278E 005 -1.27881E 003 33 1 5.00000E 004 4.00000E-002 1.44000E 005 1.24894E 005 1.91058E 004 33 2 7.60000E 004 3.50000E-002 2.20000E 005 2.19313E 005 6.86047E 002 33 3 2.20000E 004 2.90000E-002 8.00000E 004 7.23453E 004 7.65466E 003 33 4 4.90000E 004 1.70000E-002 1.84000E 005 1.90811E 005 -6.81145E 003 33 5 1.12000E 005 3.90000E-002 3.20000E 005 3.17293E 005 2.70696E 003 33 6 2.90000E 004 3.40000E-002 6.60000E 004 7.87352E 004 -1.27352E 004 33 7 7.40000E 004 4.90000E-002 1.44000E 005 1.71221E 005 -2.72212E 004 33 8 7.20000E 004 4.50000E-002 1.95000E 005 1.77106E 005 1.78932E 004