Arguments - Aster Analytics

Teradata Aster Analytics Foundation User Guide

Product
Aster Analytics
Release Number
6.21
Published
November 2016
Language
English (United States)
Last Update
2018-04-14
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kiu1466024880662.ditamap
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AA-notempfilter_pdf_output.ditaval
dita:id
B700-1021
lifecycle
previous
Product Category
Software
Argument Category Description
InputTable Required Specifies the name of the table or view that contains the input parameters.
ModelTable Required Specifies the name of the table where the function outputs the coefficients of the input parameters; that is, the model.
ResidualTable Optional Specifies the name of the table where the function outputs the residuals of the input parameters.
Specify this argument if you will input the model to the ArimaPredictor function.
TimestampColumns Required Specifies the names of the input_table columns that specify the sequence (time points) of the input parameters. The sequence must have uniform intervals.
ValueColumn Required Specifies the name of the column that contains the time series data in input_table.
Orders Required Specifies the values of the nonseasonal parameters p, d, and q for the ARIMA model. Each value must be an INT between 0 and 20, inclusive.
SeasonalOrders Optional Specifies the values of the seasonal parameters sp, sd, and sq for the ARIMA model. Each value must be an INT between 0 and 20, inclusive.
If you specify SeasonalOrders, you must also specify Period.
Period Optional Specifies the period of a season (m in the formula). The period must be a positive integer value.
IncludeMean Optional Specifies whether the function adds the mean value (c in the formula) to the ARIMA model. The default value is 'false'.
If IncludeMean is 'true', then both d in Orders and sd in SeasonalOrders must be 0.
Fixed Optional Specifies the values of the parameters. The numeric vector fixed_params must have a value for each parameter (for the correspondence between values and parameters, see the note that follows this table). If you specify IncludeMean('true'), then you must add the mean value to the end of fixed_params.

If a value in fixed_params is non-NaN, then the corresponding parameter is fixed at that value; otherwise, the function optimizes the value of that parameter.

InitValues Optional Specifies the initial values of the parameters. The numeric vector init_params must have a value for each parameter (for the correspondence between values and parameters, see the note that follows this table). If you specify IncludeMean('true'), then you must add the initial mean value to the end of init_params.

If a value is NaN, then the corresponding parameter has the initial value 0.

MaxIterNum Optional Specifies the maximum iteration number for estimating the parameters. This value must be a positive integer. The default value is 100.
The values in the vectors fixed_params and init_params correspond to these parameters in this order:

φ 1, φ 2, … , φ p , θ 1, θ 2, … , θ p , seasonalφ 1, seasonalφ 2, … , seasonalφ sp ,

seasonalθ 1, seasonalθ 2, … , seasonalθ sq , [meanValue]