TD_SIGNIF_PERIODICITIES Function Example | Teradata Vantage - TD_SIGNIF_PERIODICITIES Example - Teradata Vantage

Teradata® VantageCloud Lake

Deployment
VantageCloud
Edition
Lake
Product
Teradata Vantage
Published
January 2023
Language
English (United States)
Last Update
2024-04-03
dita:mapPath
phg1621910019905.ditamap
dita:ditavalPath
pny1626732985837.ditaval
dita:id
phg1621910019905

TD_SIGNIF_PERIODICITIES Input Table AR2_VALIDATE_RESIDUALS from TD_ARIMAVALIDATE Residuals

DataSetID ROW_I ACUTAL_VALUE CALC_VALUE RESIDUAL
552 74 5.9 5.850329 0.049671
552 76 6.8 6.351585 0.448415
552 77 7.8 6.659775 1.140225
552 78 7.9 7.387227 0.512773
552 80 7.7 8.255784 -0.555784
... ... ... ... ...

Example: TD_SIGNIF_PERIODICITIES Call

EXECUTE FUNCTION INTO VOLATILE ART(SAV_AR2_SIGNIFPERIOD)
TD_SIGNIF_PERIODICITIES(
   SERIES_SPEC(TABLE_NAME(AR2_VALIDATE_RESIDUALS), SERIES_ID(DatasetID), 
      ROW_AXIS(SEQUENCE(ROW_I)), PAYLOAD(FIELDS(RESIDUAL),CONTENT(REAL))
   ),
   FUNC_PARAMS(PERIODICITIES(2.0, 6.0, 8.0),SIGNIFICANCE_LEVEL(0.05)
   )
);

TD_SIGNIF_PERIODICITIES Output

SELECT * FROM SAV_AR2_SIGNIFPERIOD;
DataSetID 552
ROW_I 0
PERIODICITY 2.66666666600000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 2.30688107271964E-001
RHO 7.94471001190962E-001
FSTAT_CALC 2.17775199087961E 000
P_VALUE 1.30880203922690E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered

DataSetID 552
ROW_I 1
PERIODICITY 5.33333333300000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 1.24878291634970E-001
RHO 8.37432035912072E-001
FSTAT_CALC 1.11840381917347E 000
P_VALUE 3.40046574755460E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered

DataSetID 552
ROW_I 2
PERIODICITY 8.00000000000000E 000
NUM_SAMPLES 32
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GAMMAK_SQUARE 2.01077957116708E-001
RHO 9.63794591393394E-001
FSTAT_CALC 1.56473660657819E 000
P_VALUE 2.25736021500880E-001
FSTAT_CRITICAL 3.31582950101352E 000
FSTAT_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH ACCEPT:No Significant Periodicity Encountered