TD_PACF Function Example | Teradata Vantage - TD_PACF Example - 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
2023-12-08
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TD_PACF Call

EXECUTE FUNCTION INTO VOLATILE ART(pacf_water)
TD_PACF (
   SERIES_SPEC(TABLE_NAME(TestPACF12), ROW_AXIS (SEQUENCE(N_SeqNo)), SERIES_ID(BuoyID),
      PAYLOAD (FIELDS (MAGNITUDE1), CONTENT(REAL))) ,
   FUNC_PARAMS(MAXLAGS(10), UNBIASED(0), INPUT_TYPE(DATA_SERIES),
      ALGORITHM(LEVINSON_DURBIN ), ALPHA(0.05)
   )
);

TD_PACF Output

SELECT TOP 10 * FROM pacf_water
BuoyID ROW_I OUT_MAGNITUDE1 CONF_OFF_MAGNITUDE1 CONF_LOW_MAGNITUDE1 CONF_HI_MAGNITUDE1
----------- ----------- ---------------------- ---------------------- ---------------------- ----------------------
33 0 1.00000000000000E 000 5.65792867038086E-001 1.00000000000000E 000 1.00000000000000E 000
33 1 7.50000000000000E-001 5.65792867038086E-001 1.84207132961914E-001 1.31579286703809E 000
33 2 -1.26873126873127E-001 5.65792867038086E-001 -6.92665993911213E-001 4.38919740164959E-001
33 3 -1.28608987779346E-001 5.65792867038086E-001 -6.94401854817432E-001 4.37183879258739E-001
33 4 -1.29424991692513E-001 5.65792867038086E-001 -6.95217858730599E-001 4.36367875345573E-001
33 5 -1.28152699655276E-001 5.65792867038086E-001 -6.93945566693361E-001 4.37640167382810E-001
33 6 -1.23019648258600E-001 5.65792867038086E-001 -6.88812515296686E-001 4.42773218779486E-001
33 7 -1.11380216037313E-001 5.65792867038086E-001 -6.77173083075398E-001 4.54412651000773E-001
33 8 -8.94788925821538E-002 5.65792867038086E-001 -6.55271759620240E-001 4.76313974455932E-001
33 9 -5.24655689061721E-002 5.65792867038086E-001 -6.18258435944258E-001 5.13327298131914E-001