TD_ARIMAFORECAST Function Example | Teradata Vantage - TD_ARIMAFORECAST Examples - Teradata Vantage

TD_ARIMAFORECAST Input SAV_ARMA_VALIDATE_1_1L2 from TD_ARIMAVALIDATE Residuals

DATASET_ID 552
ROW_I 0
NUM_SAMPLES 32
VAR_COUNT 3
AIC -0.05531   
SBIC 0.08210
HQIC -0.00976
MLR 1.88496 
MSE 0.78442

TD_ARIMAESTIMATE Call

EXECUTE FUNCTION INTO VOLATILE ART(SAV_ARMA_1_1L2)
TD_ARIMAESTIMATE(
   SERIES_SPEC(TABLE_NAME(TimeSeriesDataSetsD4), 
   SERIES_ID(DatasetID), ROW_AXIS(SEQUENCE(SeqNo)),
   PAYLOAD(FIELDS(Magnitude), CONTENT(REAL))) 
WHERE DatasetID=552,
FUNC_PARAMS( NONSEASONAL(MODEL_ORDER(1,0,1)),
   LAGS(MA(2)), CONSTANT(1), ALGORITHM(MLE),
   FIT_PERCENTAGE(70), FIT_METRICS(1), COEFF_STATS(1),
   RESIDUALS(1), MAX_ITERATIONS(100) ) 
);

TD_ARIMAVALIDATE Call

EXECUTE FUNCTION
INTO VOLATILE ART(SAV_ARMA_VALIDATE_1_1L2)
TD_ARIMAVALIDATE(
   ART_SPEC(TABLE_NAME(SAV_ARMA_1_1L2)),
FUNC_PARAMS( FIT_METRICS(1),RESIDUALS(1))
);

Example: TD_ARIMAFORECAST Call Using TD_ARIMAVALIDATE Residuals

EXECUTE FUNCTION INTO VOLATILE ART(SAV_ARMA_1_1L2_FORECAST)
TD_ARIMAFORECAST(
   ART_SPEC(TABLE_NAME(SAV_ARMA_VALIDATE_1_1L2)),
FUNC_PARAMS( FORECAST_PERIODS(7) )
);

TD_ARIMAFORECAST Output

SEL * FROM SAV_ARMA_1_1L2_FORECAST;

DataSetID ROW_I FORECAST_VALUE LO_80 HI_80 LO_95 HI_95
----------- -------------------- ---------------------- ---------------------- ---------------------- ---------------------- ----------------------
552 0 3.67075620863444E 000 2.95517658477448E 000 4.38633583249440E 000 2.57637197615768E 000 4.76514044111121E 000
552 1 3.74021799217622E 000 2.86060510871459E 000 4.61983087563784E 000 2.39496662077577E 000 5.08546936357666E 000
552 2 4.44103791936406E 000 3.31911247240481E 000 5.56296336632331E 000 2.72520158441703E 000 6.15687425431109E 000
552 3 4.94201860717556E 000 3.71460046406914E 000 6.16943675028198E 000 3.06484516947234E 000 6.81919204487878E 000
552 4 5.30014433936926E 000 4.02217595004133E 000 6.57811272869720E 000 3.34566099712429E 000 7.25462768161424E 000
552 5 5.55615029564583E 000 4.25310712527643E 000 6.85919346601523E 000 3.56331839778301E 000 7.54898219350865E 000
552 6 5.73915599380558E 000 4.42348385444501E 000 7.05482813316615E 000 3.72700976099591E 000 7.75130222661525E 000