1.0 - 8.00 - ARIMA Example 2: Orders, No PartitionColumns, No Seasonality - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.0
8.00
Release Date
May 2019
Content Type
Programming Reference
Publication ID
B700-4003-098K
Language
English (United States)

SQL Call

SELECT * FROM ARIMA (
ON milk_3 AS InputTable 
OUT TABLE ModelTable (arimaex2_model)
OUT TABLE ResidualTable (arimaex2_resid)
USING
TimeColumns ('period')
TargetColumn ('milkpound')
Orders ('0,1,2')
IncludeDrift ('true')
) AS dt ;

Output

td_arima_partition_id coef value_col
1 coef 0, 1, 2, 0, 0, 0
1 ar_params  
1 ma_params 0.8568283314536069 ,0.3579658944025946
1 seasonal_ar_params  
1 seasonal_ma_params  
1 drift_params 0.8314521545648327
1 period 0
1 sigma2 633.915572044245
1 aic 6.490625455866411
1 bic 6.549530458129364
1 iterations 37
1 converged true