1.1 - 8.10 - TimeSeriesOrders (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)
The TimeSeriesOrders function automatically determines the following for nonseasonal, univariate time series:
  • The orders (p, d, q)

    For descriptions of these orders, see the information about nonseasonal ARIMA models in https://www.otexts.org/fpp/8.

  • Whether to include a nonzero constant term (mean) and an explicit dependence on time (a drift term)

If a time series has a seasonal component, the function reports p, d, and q, but does not calculate or report seasonal orders sp, sd, and sq. (For descriptions of the seasonal orders, see the information about seasonal ARIMA models in https://www.otexts.org/fpp/8.)

You can use the TimeSeriesOrders output as the orders table of the ARIMA (ML Engine) or VARMAX (ML Engine) function.