1.0 - 8.00 - VARMAX Example 6: Orders Table with Two 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 two time series.

Input

The input table, milk_3, contains data for two time series. The time series identifier, 1 or 2, is in the column id1.

id_partition id period milkpound
1 1 1962-01 578.3
1 2 1962-02 609.8
1 3 1962-03 628.4
1 4 1962-04 665.6
1 5 1962-05 713.8
1 6 1962-06 707.2
1 7 1962-07 628.4
1 8 1962-08 588.1
1 9 1962-09 576.3
1 10 1962-10 566.5
... ... ... ...
2 1 1966-01 664.7
2 2 1966-02 690.3
2 3 1966-03 722.6
2 4 1966-04 766
2 5 1966-05 796.3
2 6 1966-06 809.6
2 7 1966-07 721.7
2 8 1966-08 684.4
2 9 1966-09 670.6
... ... ... ...

SQL Call

SELECT * FROM VARMAX (
  ON milk_3 AS "data" PARTITION BY id_partition ORDER BY period
  ON (
    SELECT * FROM TimeSeriesOrders (
      ON milk_3 PARTITION BY id_partition ORDER BY period ASC
      USING
      TimeColumns ('period')
      ResponseColumn ('milkpound')
      PartitionColumns ('id_partition')
    ) AS dt1
  ) AS orders PARTITION BY id_partition
  USING
  ResponseColumns ('milkpound')
  PartitionColumns ('id_partition')
  MaxIterNum (1000)
  "Method" ('ML')
) AS dt2;

Output

id_partition coef coef_value
2 coef 0, 1, 2, 0, 0, 0, 0
2 ar_params  
2 ma_params [[0.8304446609139935]],[[0.3998758005219725]]
2 exogenous_params  
2 seasonal_ar_params  
2 seasonal_ma_params  
2 period 0
2 lag 0
2 sigma [[643.2306088838526]]
2 aic 6.503886482741382
2 bic 6.55384590020796
2 iterations 23
2 converged true
1 coef 0, 2, 0, 0, 0, 0, 0
1 ar_params  
1 ma_params  
1 exogenous_params  
1 seasonal_ar_params  
1 seasonal_ma_params  
1 period 0
1 lag 0
1 sigma [[941.2214388391408]]
1 aic 6.84717843479092
1 bic 6.84717843479092
1 iterations 1
1 converged true