The TD_MAMEAN function produces a multi-layer ART table and returns up to three result sets. The result sets are:
- Primary (ARTPRIMARY) result set contains the historical observed values and the forecasted values.
- Secondary (ARTFITMETADATA) result set contains residuals. Residuals are the differences between the calculated response values and the actual response values.
- Tertiary (ARTFITRESIDUALS) result set contains the goodness-of-fit metrics.
RETURNS TABLE Schema for the Primary Result Set
Result set can be retrieved using a SELECT statement or a TD_EXTRACT_RESULTS statement with a layer of ARTPRIMARY.
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | Index associated with the result series. |
| NUM_SAMPLES | INTEGER | The number of sample points used to fit the model. |
| OBSERVED_VALUE | FLOAT | Original observed (historical) sample values associated with the series. |
| FORECAST_VALUE | FLOAT | Forecasted values for the model. |
| LO_80 | FLOAT | Low end of the 80% prediction interval. |
| HI_80 | FLOAT | High end of the 80% prediction interval. |
| LO_95 | FLOAT | Low end of the 95% prediction interval. |
| HI_95 | FLOAT | High end of the 95% prediction interval. |
RETURNS TABLE Schema for the Secondary Result Set
This result set is located in secondary layer under the name ARTFITRESIDUAL. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART with a layer of ARTFITRESIDUAL.
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | Index associated with the result series in this layer. |
| NUM_SAMPLES | INTEGER | The number of sample points used to fit the model. |
| ACTUAL_VALUE | FLOAT | Actual value of the response variable. |
| CALC_VALUE | FLOAT | Calculated value of the response variable from the model. |
| RESIDUAL | FLOAT | Difference between the calculated response value and the actual response value. |
RETURNS TABLE Schema for the Tertiary Result Set
This result set is located in tertiary layer under the name ARTFITMETADATA. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART with a layer of ARTFITMETADATA.
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | BIGINT | Index associated with the result series in this layer. |
| VAR_COUNT | INTEGER | The number of explanatory variables, including the constant, in the original regression. |
| R_SQUARE | FLOAT | The calculated R-squared value from the original and calculated values. |
| R_ADJ_SQUARE | FLOAT | The calculated adjusted R-squared value from the original and calculated values. |
| STD_ERROR | FLOAT | The standard error or deviation associated with the model. |
| STD_ERROR_DF | FLOAT | The degrees of freedom associated with the standard error calculation. |
| ME | FLOAT | The Mean Error. |
| MSE | FLOAT | The calculated Mean Square Error value. |
| MAE | FLOAT | The Mean Absolute Error. |
| MPE | FLOAT | The Mean Percent Error. |
| MAPE | FLOAT | The Mean Absolute Percent Error |
| FSTAT_CALC | FLOAT | The calculated F-statistic value for the ordinary least squares (OLS) regression. |
| P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| NUM_DF | Integer | The degrees of freedom in the numerator associated with the unexplained portion of the F-statistic. |
| DENOM_DF | Integer | The degrees of freedom in the denominator associated with the explained portion of the F-statistic. |
| SIGNIFICANCE_LEVEL | FLOAT | Level of significance for the test. |