TD_SIMPLEEXP Output - 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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The TD_SIMPLEEXP function produces a multilayer ART table and returns up to three result sets. The result sets are:
  • Primary (ARTPRIMARY) result set contains the historical observed values, the forecasted values, and the predicted values.
  • Secondary (ARTFITMETADATA) result set contains the goodness-of-fit metrics.
  • Tertiary (ARTFITRESIDUALS) result set contains residuals. Residuals are the differences between the calculated response values and the actual response values.

RETURNS TABLE Schema for the Primary Output

Name Data Type Description
derived-series-identifier Varies The resultant series identifier inherited from the SERIES_ID.
ROW_I Varies Data type and values dependent on the OUTPUT_FMT(INDEX_STYLE()) declaration.
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 for the Secondary Result Set

This result set is located in LAYER2 under the name ARTFITMETRICS. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART.

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.
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 square (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.
F_CRITICAL FLOAT The chi-squared critical value extracted from the chi-squared statistic tables.
F_CRITCAL_P FLOAT The p-value corresponding to the calculated critical value.
NULL_HYPOTH VARCHAR(120) The result of the test.
  • ACCEPT means the null hypothesis is accepted, and there is no serial correlation evident.
  • REJECT means the null hypothesis is rejected, and there is evidence of serial correlation.

RETURNS TABLE for the Tertiary Result Set

This result set is located in LAYER3 under the name ARTFITRESIDUALS. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART.

Name Data Type Description
derived-series-identifier Varies The resultant series identifier inherited from the SERIES_ID.
ROW_I Varies Data type and values dependent on the OUTPUT_FMT(INDEX_STYLE()) declaration.
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.