1.1 - 8.10 - VARMAX Example: Existing Orders Table - 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)

This example uses an existing Orders table instead of a PDQ syntax element or TimeSeriesOrders call.

Input

orders_ex7
id p d q include_drift include_mean
3 0 2 0 0 0
1 0 1 0 1 0
2 0 1 0 0 0

SQL Call

SELECT * FROM VARMAX (
  ON finance_data3 AS InputTable PARTITION BY id ORDER BY period
  ON orders_ex7 AS Orders PARTITION BY id
  USING
  TargetColumns ('expenditure')
  PartitionColumns ('id')
  MaxIterNum (1000)
  FitMethod ('ML')
) AS dt ORDER BY id;

Output

 id coef               coef_value             
 -- ------------------ ---------------------- 
  1 sigma              [[24235.070398818556]]
  1 drift_params       [35.1194422383902]    
  1 iterations         22                    
  1 coef               0, 1, 0, 0, 0, 0, 0   
  1 seasonal_ar_params NULL                  
  1 aic                10.146838104398181    
  1 lag                0                     
  1 period             0                     
  1 seasonal_ma_params NULL                  
  1 exogenous_params   NULL                  
  1 ar_params          NULL                  
  1 bic                10.189493531222018    
  1 converged          true                  
  1 ma_params          NULL                  
  2 ma_params          NULL                  
  2 seasonal_ar_params NULL                  
  2 seasonal_ma_params NULL                  
  2 period             0                     
  2 sigma              [[45895.666666666664]]
  2 aic                10.734125983458284    
  2 bic                10.734125983458284    
  2 iterations         1                     
  2 converged          true                  
  2 lag                0                     
  2 exogenous_params   NULL                  
  2 ar_params          NULL                  
  2 coef               0, 1, 0, 0, 0, 0, 0   
  3 period             0                     
  3 converged          true                  
  3 iterations         1                     
  3 seasonal_ma_params NULL                  
  3 ma_params          NULL                  
  3 bic                10.214956949880218    
  3 aic                10.214956949880218    
  3 seasonal_ar_params NULL                  
  3 sigma              [[27308.600000000002]]
  3 lag                0                     
  3 exogenous_params   NULL                  
  3 ar_params          NULL                  
  3 coef               0, 2, 0, 0, 0, 0, 0

Download a zip file of all examples and a SQL script file that creates their input tables from the attachment in the left sidebar.