TD_PACF Input Table TestPACF12
| N_SeqNo |
BuoyID |
Magnitude1 |
Magnitude2 |
Magnitude3 |
|---|
| 11 |
33 |
12.0 |
1.0 |
24.0 |
| 6 |
33 |
7.0 |
6.0 |
11.0 |
| 5 |
33 |
6.0 |
1.0 |
24.0 |
| 9 |
33 |
10.0 |
3.0 |
23.0 |
| 3 |
33 |
3.0 |
3.0 |
23.0 |
| ... |
... |
... |
... |
... |
Example: 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