1.0 - 8.00 - VARMAX Example 5: Orders Table with One Time Series - 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)

This example uses an orders table (output by the TimeSeriesOrders function) instead of a PDQ argument. The orders table has one time series.

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, 1, 1
1 ar_params  
1 ma_params -0.05439521256517738 ,0.02543213840419022
1 seasonal_ar_params  
1 seasonal_ma_params -0.6921570980645892
1 period 12
1 sigma2 36.1829994187717
1 aic 3.6305474211636835
1 bic 3.6927050008194855
1 iterations 18
1 converged true