7.00.02 - Example 1: VARMAX without Exogenous Model - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
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This example uses all three time series as response columns modeled by the auto regression (AR) and moving average (MA) parameters. Because it uses no exogenous variables, it is equivalent to the VARMA model.