1.0 - 8.00 - VARMAX Example 7: Existing Orders Table - 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 existing orders table instead of a PDQ argument or TimeSeriesOrders call.

Input

orders_ex7
id p d q include_drift include_mean
3 0 2 0 0 0
1 0 1 0 1 0
2 0 1 0 0 0

SQL Call

SELECT * FROM VARMAX (
  ON finance_data3 AS "data" PARTITION BY id ORDER BY period
  ON orders_ex7 AS orders PARTITION BY id
  USING
  ResponseColumns ('expenditure')
  PartitionColumns ('id')
  MaxIterNum (1000)
  "Method" ('ML')
) AS dt;

Output

id_partition coef coef_value
3 coef 0, 2, 0, 0, 0, 0, 0
3 ar_params  
3 ma_params  
3 exogenous_params  
3 seasonal_ar_params  
3 seasonal_ma_params  
3 period 0
3 lag 0
3 sigma [[27308.600000000002]]
3 aic 10.214956949880218
3 bic 10.214956949880218
3 iterations 1
3 converged true
1 coef 0, 1, 0, 0, 0, 0, 0
1 ar_params  
1 ma_params  
1 exogenous_params  
1 seasonal_ar_params  
1 seasonal_ma_params  
1 drift_params [35.1194422383902]
1 period 0
1 lag 0
1 sigma [[24235.070398818556]]
1 aic 10.146838104398181
1 bic 10.189493531222018
1 iterations 22
1 converged true
2 coef 0, 1, 0, 0, 0, 0, 0
2 ar_params  
2 ma_params  
2 exogenous_params  
2 seasonal_ar_params  
2 seasonal_ma_params  
2 period 0
2 lag 0
2 sigma [[45895.666666666664]]
2 aic 10.734125983458284
2 bic 10.734125983458284
2 iterations 1
2 converged true