TD_ARIMAXFORECAST Syntax Elements - 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
2024-10-04
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lifecycle
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primary_art_specification
An analytical result table (ART) that was populated by TD_ARIMAXESTIMATE that produced the ARTMODEL layer containing the ARIMAX model.
secondary_series_specification
The runtime series for the future exogenous variables (time series) that is passed to the TD_ARIMAXFORECAST function. Only supports real numbers.
The number of payload fields in the second input must match the number of external variables in the ARIMAX model provided in the primary_art_specification. Otherwise, an error occurs "Number of exogenous variables should match with the one in existing ARIMAX model."
FUNC_PARAMS
Name Data Type Description
FORECAST_PERIODS INTEGER Number of steps (h) to forecast ahead.
If using EXOG_IMPUTE (NONE), then h must be equal to number of observations in the second input, otherwise an error occurs"Number of entries for exogenous variables should match with FORECAST_PERIODS."
PREDICTION_INTERVALS Enumerated, String [Optional] The confidence level for the prediction, such that 85 means 85% confidence. Options are:
  • NONE
  • 85
  • 90
  • BOTH

Default is BOTH.

EXOG_IMPUTE Enumerated, String [Optional] Data to use as future values of exogenous variables during the endogenous variable forecasting. Options are:
  • NONE: Use actual values of FORECAST_PERIODS in second input. This allows pre-processing to get future values and requires number of entries to equal to number of FORECAST_PERIODS.
  • MEAN: Use mean of second input for the endogenous variable forecasting.
  • MEDIAN: Use median of second input for the endogenous variable forecasting.

Default is NONE.

INPUT_FMT
[Optional] The INPUT_MODE parameter has the following options:
  • ONE2ONE: Both the primary and secondary series specifications contain a series name which identifies the two series in the function.
  • MANY2ONE: The MANY specification is the primary series declaration. The secondary series specification contains a series name that identifies the single secondary series.
  • MATCH: Both series are defined by their respective SERIES_SPEC(SERIES_ID()) declarations.
OUTPUT_FMT
Output format is INDEX_STYLE, and the only index style supported is NUMERICAL_SEQUENCE.