1.0 - 8.00 - ARIMA Output - 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)
Table Description
ModelTable Contains coefficients of model. Function outputs coefficients to both ModelTable and screen.
[Optional] ResidualTable Contains value and residual for each time point.

ModelTable Schema

Column Data Type Description
partition_column Same as in input table [Column appears once for each partition_column specified in PartitionColumns.] Partition identifier.
td_arima_partition_id INTEGER [Appears only if you omit PartitionColumns.] Random partition identifier value.
coef CHARACTER(128) Coefficient name from following table.
value_col CHARACTER(300) Values from following table.

Model Coefficients

Coefficient Name Value
coef Vector of coefficients p, d, q, sp, sd, and sq.
ar_params Vector of auto regression parameters that correspond to coefficients.
ma_params Vector of moving average parameters that correspond to coefficients.
seasonal_ar_params Vector of seasonal auto regressive parameters that correspond to coefficients.
seasonal_ma_params Vector of seasonal moving average parameters that correspond to coefficients.
mean_param [Appears only with IncludeMean ('true').] Mean value.
drift_params [Appears only with IncludeDrift ('true').] Drift value.
period Seasonal model: Cycle period.

Nonseasonal model: 0

sigma2 Variance.
aic Akaike information criterion.
bic Bayesian information criterion.
converged Whether algorithm converged ('true' or 'false').

ResidualTable Schema

Column Data Type Description
partition_column Same as in input table [Column appears once for each partition_column specified in PartitionColumns.] Partition identifier.
td_arima_partition_id INTEGER [Appears only if you omit PartitionColumns.] Random partition identifier value.
time_column Any [Column appears once for each specified time_column.] Sequence (time points) of input parameter.
value Same type as target_column in input_table Time point value.
residual DOUBLE PRECISION Time point residual.