7.00.02 - Example 2: VARMAX with Exogenous Model - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)
Last Update
2018-04-17

This example models the expenditure time series as a function of exogenous variables (income and investment) and the AR and MA parameters. The function chooses the order and lag of the variables according to the degree of complexity, typically a trade-off between accuracy and overfitting.