1.0 - 8.00 - VARMAX Input - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Teradata Vantage
Release Number
Release Date
May 2019
Content Type
Programming Reference
Publication ID
English (United States)
Table Description
data The alias, data, is required only if you specify the optional orders table.
orders [Optional] TimeSeriesOrders Output table. If omitted, you must specify the PDQ argument.

Input Table Schema

Column Data Type Description
timestamp_column Any [Column appears once for each specified timestamp_column.] Sequence (time points) of input value.
If time points do not have uniform intervals, run Interpolator function on them before running VARMAX function on input table.
partition_column Any [Column appears once for each specified partition_column.] Column by which input data is partitioned.
response_column Any numeric SQL data type [Column appears once for each specified response_column.] Value of response variable.
exogenous_column Any numeric SQL data type [Column appears once for each specified exogenous_column.] Value of exogenous variable.
Each input time series must:
  • Be an ordered sequence in a partition with uniform time intervals
  • Fit into memory
  • Not include NULL or numeric values, except as noted in the description of the ResponseColumns argument