TD_SIMPLEEXP Output - Teradata Vantage

Teradata® VantageCloud Lake

Deployment

VantageCloud

Edition

Lake

Product

Teradata Vantage

Published

January 2023

Language

English (United States)

Last Update

2024-04-03

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The TD_SIMPLEEXP function produces a multilayer ART table and returns up to three result sets. The result sets are:

Primary (ARTPRIMARY) result set contains the historical observed values, the forecasted values, and the predicted values.
Secondary (ARTFITMETADATA) result set contains the goodness-of-fit metrics.
Tertiary (ARTFITRESIDUALS) result set contains residuals. Residuals are the differences between the calculated response values and the actual response values.

RETURNS TABLE Schema for the Primary Output

Name	Data Type	Description
derived-series-identifier	Varies	The resultant series identifier inherited from the SERIES_ID.
ROW_I	Varies	Data type and values dependent on the OUTPUT_FMT(INDEX_STYLE()) declaration.
OBSERVED_VALUE	FLOAT	Original observed (historical) sample values associated with the series.
FORECAST_VALUE	FLOAT	Forecasted values for the model.
LO_80	FLOAT	Low end of the 80% prediction interval.
HI_80	FLOAT	High end of the 80% prediction interval.
LO_95	FLOAT	Low end of the 95% prediction interval.
HI_95	FLOAT	High end of the 95% prediction interval.

RETURNS TABLE for the Secondary Result Set

This result set is located in LAYER2 under the name ARTFITMETRICS. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART.

Name	Data Type	Description
derived-series-identifier	Varies	The resultant series identifier inherited from the SERIES_ID.
ROW_I	BIGINT	Index associated with the result series.
NUM_SAMPLES	INTEGER	The number of sample points used to fit the model.
VAR_COUNT	INTEGER	The number of explanatory variables, including the constant, in the original regression.
R_SQUARE	FLOAT	The calculated R-squared value from the original and calculated values.
R_ADJ_SQUARE	FLOAT	The calculated adjusted R-squared value from the original and calculated values.
STD_ERROR	FLOAT	The standard error or deviation associated with the model.
STD_ERROR_DF	FLOAT	The degrees of freedom associated with the standard error calculation.
ME	FLOAT	The Mean Error.
MSE	FLOAT	The calculated Mean Square Error value.
MAE	FLOAT	The Mean Absolute Error.
MPE	FLOAT	The Mean Percent Error.
MAPE	FLOAT	The Mean Absolute Percent Error.
FSTAT_CALC	FLOAT	The calculated F-statistic value for the ordinary least square (OLS) regression.
P_VALUE	FLOAT	The p-value corresponding to the calculated test statistic.
NUM_DF	INTEGER	The degrees of freedom in the numerator associated with the unexplained portion of the F-statistic.
DENOM_DF	INTEGER	The degrees of freedom in the denominator associated with the explained portion of the F-statistic.
SIGNIFICANCE_LEVEL	FLOAT	Level of significance for the test.
F_CRITICAL	FLOAT	The chi-squared critical value extracted from the chi-squared statistic tables.
F_CRITCAL_P	FLOAT	The p-value corresponding to the calculated critical value.
NULL_HYPOTH	VARCHAR(120)	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.

RETURNS TABLE for the Tertiary Result Set

This result set is located in LAYER3 under the name ARTFITRESIDUALS. These results can be retrieved by issuing a TD_EXTRACT_RESULTS on the ART.

Name	Data Type	Description
derived-series-identifier	Varies	The resultant series identifier inherited from the SERIES_ID.
ROW_I	Varies	Data type and values dependent on the OUTPUT_FMT(INDEX_STYLE()) declaration.
ACTUAL_VALUE	FLOAT	Actual value of the response variable.
CALC_VALUE	FLOAT	Calculated value of the response variable from the model.
RESIDUAL	FLOAT	Difference between the calculated response value and the actual response value.