- InputTable
- Specifies the name of the table or view that contains the input parameters.
- ModelTable
- Specifies the name of the table where the function outputs the coefficients of the input parameters; that is, the model.
- ResidualTable
- [Optional] Specify this argument if you will input the model to the ArimaPredictor function.
Specifies the name of the table where the function outputs the residuals of the input parameters.
- TimestampColumns
- 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
- Specifies the name of the column that contains the time series data in input_table.
- Orders
- 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. Default: 'false'.If IncludeMean is 'true', 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'), you must add the mean value to the end of fixed_params.
If a value in fixed_params is non-NaN, 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'), you must add the initial mean value to the end of init_params.
If a value is NaN, 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. Default: 100.
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]