TD_DURBIN_WATSON Output - Teradata Vantage

The TD_DURBIN_WATSON function returns a primary result set consisting of one row per unique series instances acted upon by the function. There are no additional auxiliary layers returned by this function.

RETURNS TABLE Schema

Name	Data Type	Description
derived-series-identifier	Varies	The resultant series identifier inherited from the SERIES_ID.
ROW_I	INTEGER	Row identifier of the series.
NUM_SAMPLES	INTEGER	Total number of sample points in the residual series.
EXPLANTORY_COUNT	INTEGER	The number of explanatory variables in the original regression .
CONSTANT	BYTEINT	Indicator that a constant was included as an explanatory variable in the original regression. A value of 1 means a constant was included in the original regression. A value of 0 means a constant was not included in the original regression.
METHOD	VARCHAR(9)	The method used to calculate the for Durbin Watson test statistic (DW_VALUE). DW_FORMULA means use the full summation formula to calculate the value. ACR_LAG1 means run the regression, where the estimate of autocorrelation at lag 1,.
DW_VALUE	FLOAT	The calculated Durbin Watson test statistic.
DL_VALUE	FLOAT	The lower bound Durbin Watson critical value extracted from the internal tables.
DU_VALUE	FLOAT	The upper bound Durbin-Watson critical value extracted from the internal tables.
SIGNIFICANCE_LEVEL	FLOAT	The significance level used for the test.
NULL_HYPOTH	VARCHAR(13)	The result of the test. ACCEPT means the null hypothesis is accepted, and there is no serial correlation evident. REJECT means the null hypothesis is rejected, and there is evidence of serial correlation. INCONCLUSIVE means the results of the test are inconclusive.