CCM Example: Simulated Data - Teradata Vantage

Input

Step 1 SQL Call: Identify Optimal Value for EmbeddingDimensions

The CauseColumns and EffectColumns arguments must have the same value, the SelfPredict argument must have the value 'true', and the LibrarySize argument must be omitted.

SELECT * from CCM (
  ON CCMExample AS InputTable
  USING
  SequenceIDColumn ('seqid')
  TimeColumn ('t')
  CauseColumns ('b')
  EffectColumns ('b')
  EmbeddingDimensions (2,3,4,5,6,7,8,9,10)
  SelfPredict ('t')
) AS dt;

Step 1 Output

Step 2 SQL Call: Check for Causal Relationship Between Two Time Series

The EmbeddingDimensions argument has the optimal value identified in Step 1.

SELECT * from CCM (
  ON CCMExample AS InputTable
  USING
  SequenceIDColumn ('seqid')
  TimeColumn ('t')
  CauseColumns ('a','b')
  EffectColumns ('a','b')
  EmbeddingDimensions ('2')
) AS dt;

Step 2 Output