TD_SIMPLEEXP Input Table CountryID
| COUNTRYID |
YEAR_RECORDED |
SeqNo |
INFLATION_RATE |
|---|
| 1 |
2020-12-31 |
1 |
2.00 |
| 1 |
2020-12-31 |
1 |
-0.70 |
| 1 |
2020-12-31 |
2 |
1.52 |
| 1 |
... |
… |
... |
| 1 |
2022-12-31 |
9 |
2.11 |
| 1 |
202-12-31 |
10 |
-0.63 |
| ... |
2022-12-31 |
10 |
2.90 |
TD_SIMPLEEXP Call
EXECUTE FUNCTION INTO VOLATILE ART(INFLATION_RES)
TD_SIMPLEEXP(
SERIES_SPEC(TABLE_NAME(INFLATION),
SERIES_ID (CountryID),
ROW_AXIS(TIMECODE(YEAR_RECORDED)),
PAYLOAD( FIELDS(INFLATION_RATE), CONTENT(REAL))),
FUNC_PARAMS(FORECAST_PERIODS(4),
FORECAST_STARTING_VALUE('MEAN'),
PREDICTION_INTERVALS('80'), ALPHA(0.1),
FIT_METRICS(1), RESIDUALS(1) )
);
TD_SIMPLEEXP Primary Output
SELECT * FROM INFLATION_RES;
COUNTRYID ROW_I OBSERVED_VALUE FORECAST_VALUE LO_80 HI_80 LO_95 HI_95
----------- -------------------- ---------------------- ---------------------- ---------------------- ---------------------- ---------------------- ----------------------
1 0 2.00000000000000E 000 3.98000000000000E-001 ? ? ? ?
1 1 1.52000000000000E 000 5.58200000000000E-001 ? ? ? ?
1 2 -1.09000000000000E 000 6.54380000000000E-001 ? ? ? ?
1 3 -6.00000000000000E-001 4.79942000000000E-001 ? ? ? ?
1 4 1.60000000000000E-001 3.71947800000000E-001 ? ? ? ?
1 5 -1.50000000000000E 000 3.50753020000000E-001 ? ? ? ?
1 6 1.14000000000000E 000 1.65677718000000E-001 ? ? ? ?
1 7 8.70000000000000E-001 2.63109946200000E-001 ? ? ? ?
1 8 3.10000000000000E-001 3.23798951580000E-001 ? ? ? ?
1 9 -6.30000000000000E-001 3.22419056422000E-001 ? ? ? ?
1 10 ? 2.27177150779800E-001 -1.44034265312004E 000 1.87634265312004E 000 ? ?
1 11 ? 2.27177150779800E-001 -1.44034265312004E 000 1.87634265312004E 000 ? ?
1 12 ? 2.27177150779800E-001 -1.44034265312004E 000 1.87634265312004E 000 ? ?
1 13 ? 2.27177150779800E-001 -1.44034265312004E 000 1.87634265312004E 000 ? ?
299 0 -7.00000000000000E-001 2.52200000000000E 000 ? ? ? ?
299 1 3.30000000000000E 000 2.19980000000000E 000 ? ? ? ?
299 2 5.40000000000000E 000 2.30982000000000E 000 ? ? ? ?
299 3 2.62000000000000E 000 2.61883800000000E 000 ? ? ? ?
299 4 1.99000000000000E 000 2.61895420000000E 000 ? ? ? ?
299 5 1.44000000000000E 000 2.55605878000000E 000 ? ? ? ?
299 6 2.00000000000000E 000 2.44445290200000E 000 ? ? ? ?
299 7 1.56000000000000E 000 2.40000761180000E 000 ? ? ? ?
299 8 2.11000000000000E 000 2.31600685062000E 000 ? ? ? ?
299 9 2.90000000000000E 000 2.29540616555800E 000 ? ? ? ?
299 10 ? 2.35586554900220E 000 3.79795746754308E-002 4.48602042532457E 000 ? ?
299 11 ? 2.35586554900220E 000 3.79795746754308E-002 4.48602042532457E 000 ? ?
299 12 ? 2.35586554900220E 000 3.79795746754308E-002 4.48602042532457E 000 ? ?
299 13 ? 2.35586554900220E 000 3.79795746754308E-002 4.48602042532457E 000 ? ?
TD_SIMPLEEXP Secondary Call
CREATE TABLE SIMPLEXP_RESIDUALS AS (
EXECUTE FUNCTION
TD_EXTRACT_RESULTS(
ART_SPEC(TABLE_NAME(INFLATION_RES),
LAYER(ARTFITRESIDUALS)))) WITH DATA
;
TD_SIMPLEEXP Secondary Output
SELECT * FROM SIMPLEXP_RESIDUALS ORDER BY CountryID, ROW_I;
COUNTRYID ROW_I ACTUAL_VALUE CALC_VALUE RESIDUAL
----------- -------------------- ---------------------- ---------------------- ----------------------
1 0 2.00000000000000E 000 3.98000000000000E-001 1.60200000000000E 000
1 1 1.52000000000000E 000 5.58200000000000E-001 9.61800000000000E-001
1 2 -1.09000000000000E 000 6.54380000000000E-001 -1.74438000000000E 000
1 3 -6.00000000000000E-001 4.79942000000000E-001 -1.07994200000000E 000
1 4 1.60000000000000E-001 3.71947800000000E-001 -2.11947800000000E-001
1 5 -1.50000000000000E 000 3.50753020000000E-001 -1.85075302000000E 000
1 6 1.14000000000000E 000 1.65677718000000E-001 9.74322282000000E-001
1 7 8.70000000000000E-001 2.63109946200000E-001 6.06890053800000E-001
1 8 3.10000000000000E-001 3.23798951580000E-001 -1.37989515800001E-002
1 9 -6.30000000000000E-001 3.22419056422000E-001 -9.52419056422000E-001
299 0 -7.00000000000000E-001 2.52200000000000E 000 -3.22200000000000E 000
299 1 3.30000000000000E 000 2.19980000000000E 000 1.10020000000000E 000
299 2 5.40000000000000E 000 2.30982000000000E 000 3.09018000000000E 000
299 3 2.62000000000000E 000 2.61883800000000E 000 1.16199999999944E-003
299 4 1.99000000000000E 000 2.61895420000000E 000 -6.28954200000001E-001
299 5 1.44000000000000E 000 2.55605878000000E 000 -1.11605878000000E 000
299 6 2.00000000000000E 000 2.44445290200000E 000 -4.44452902000001E-001
299 7 1.56000000000000E 000 2.40000761180000E 000 -8.40007611800001E-001
299 8 2.11000000000000E 000 2.31600685062000E 000 -2.06006850620001E-001
299 9 2.90000000000000E 000 2.29540616555800E 000 6.04593834441999E-001
TD_SIMPLEEXP Tertiary Call
EXECUTE FUNCTION
TD_EXTRACT_RESULTS(
ART_SPEC(TABLE_NAME(INFLATION_RES),
LAYER(ARTFITMETADATA))) WITH DATA
;
TD_SIMPLEEXP Tertiary Output
SELECT * FROM SIMPLEXP_FITMETRICS;
COUNTRYID 1
ROW_I 0
NUM_SAMPLES 10
VAR_COUNT 2
R_SQUARE 3.42705395016507E-002
R_ADJ_SQUARE -8.64456430606428E-002
STD_ERROR 1.67446500942894E 000
STD_ERROR_DF 8
ME -1.70822849220200E-001
MAE 9.99825316380200E-001
MSE 1.33957200754315E 000
MPE 7.76268368765442E 001
MAPE 1.05010566817189E 002
FSTAT_CALC 2.83893499398607E-001
P_VALUE 6.08638398218590E-001
NUM_DF 1
DENOM_DF 8
SIGNIFICANCE_LEVEL 5.00000000000000E-002
F_CRITICAL 5.31765507157872E 000
F_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT
COUNTRYID 299
ROW_I 0
NUM_SAMPLES 10
VAR_COUNT 2
R_SQUARE 1.91879434716365E-002
R_ADJ_SQUARE -1.03413563594409E-001
STD_ERROR 3.01165401323532E 000
STD_ERROR_DF 8
ME -1.66134450997801E-001
MAE 1.12536161788620E 000
MSE 2.40932321058825E 000
MPE 3.76800612813070E 001
MAPE 7.66685543551575E 001
FSTAT_CALC 1.56506587323596E-001
P_VALUE 7.02733869435549E-001
NUM_DF 1
DENOM_DF 8
SIGNIFICANCE_LEVEL 5.00000000000000E-002
F_CRITICAL 5.31765507157872E 000
F_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT