TD_PORTMAN Function Examples | Teradata Vantage - TD_PORTMAN Examples - Teradata Vantage

TD_PORTMAN Input Table AR1_VALIDATE_RESIDUALS

Example: TD_PORTMAN Call Using Box-Pierce Test

EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_PORTMANBP)
TD_PORTMAN(
   SERIES_SPEC( TABLE_NAME(AR1_VALIDATE_RESIDUALS), SERIES_ID(DatasetID), 
      ROW_AXIS(SEQUENCE(ROW_I)),
      PAYLOAD(FIELDS(RESIDUAL), CONTENT(REAL))) WHERE DatasetID=552,
   FUNC_PARAMS( 
      MAXLAG(2), 
      TEST(BP), 
      DEGREES_FREEDOM(1), 
      SIGNIFICANCE_LEVEL(0.05)
   )
);

TD_PORTMAN Output with Box-Pierce Results

SELECT * FROM SAV_AR1_PORTMANBP;

DataSetID 552
ROW_I 0
NUM_SAMPLES 32
DEGREES_FREEDOM 2
SIGNIFICANCE_LEVEL 5.00000000000000E-002
PORTMAN_VALUE 2.74239795826440E 000
P_VALUE 9.77180304798542E-002
CHISQUARE_VALUE 3.84145882069412E 000
CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT

Example: TD_PORTMAN Call Using Ljung-Box Test

EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR1_PORTMANLJB)
TD_PORTMAN(
   SERIES_SPEC( TABLE_NAME(AR1_VALIDATE_RESIDUALS), SERIES_ID(DatasetID), ROW_AXIS            (SEQUENCE(ROW_I)), PAYLOAD(FIELDS(RESIDUAL), CONTENT(REAL))) WHERE DatasetID=552,
   FUNC_PARAMS( 
      MAXLAG(2), 
      TEST(LB), 
      DEGREES_FREEDOM(1),
      SIGNIFICANCE_LEVEL(0.05) 
   )
);

TD_PORTMAN Output with Ljung-Box Results

SELECT * FROM SAV_AR1_PORTMANLJB;

DataSetID 552
ROW_I 0
NUM_SAMPLES 32
DEGREES_FREEDOM 2
SIGNIFICANCE_LEVEL 5.00000000000000E-002
PORTMAN_VALUE 3.05484204972904E 000
P_VALUE 8.04968214748349E-002
CHISQUARE_VALUE 3.84145882069412E 000
CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT