TD_DURBIN_WATSON Syntax Elements - Teradata Vantage

Teradata® VantageCloud Lake
Deployment
VantageCloud
Edition
Lake
Product
Teradata Vantage
Published
January 2023
ft:locale
en-US
ft:lastEdition
2024-12-11
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phg1621910019905
SERIES_SPEC
A table containing a univariate residual series. The SERIES_SPEC is required to have a payload content of REAL. The single payload field passed in must include the magnitude column of the series under consideration. This is usually the residual column.

See Series Specifications.

ART_SPEC
An ART created by a UAF function, and includes an ARTFITRESIDUALS layer. The ART_SPEC must include TABLE_NAME. Do not use any other ART_SPEC parameters.
ART_SPEC (TABLE_NAME( [database-name .] table-name ) )

See ART Specifications.

FUNC_PARAMS
Name Data Type Description
EXPLANTORY_COUNT INTEGER The number of explanatory variables in the original regression. The number of explanatory variables along with the INCLUDE_CONSTANT information is needed to perform the lookup in the Durbin-Watson tables.
INCLUDE_CONSTANT INTEGER [Optional] Indicator that the original regression equation contained a constant, also known as an intercept. A value of 0 indicates that no constant was present. A value of 1 indicates that a constant was present.
METHOD Enum, String Enumerated value specifying the formula to calculate the Durbin-Watson test statistic value. DW_FORMULA means use the full summation formula to calculate the value. ACR_LAG1 means perform the regression with an autocorrelation of lag 1, and use the result as the basis the for Durbin-Watson statistic.
SIGNIFICANCE_LEVEL FLOAT The significance level for the test such as 0.01, or 0.05.
INPUT_FMT
No INPUT_FMT options are available for this function.
OUTPUT_FMT
No OUTPUT_FMT options are available for this function.