Input
The input table, milk_3, is partitioned into two time series.
id_partition | id | period | milkpound |
---|---|---|---|
1 | 1 | 1962-01 | 578.3 |
1 | 2 | 1962-02 | 609.8 |
1 | 3 | 1962-03 | 628.4 |
1 | 4 | 1962-04 | 665.6 |
1 | 5 | 1962-05 | 713.8 |
1 | 6 | 1962-06 | 707.2 |
... | ... | ... | ... |
1 | 46 | 1965-10 | 609.7 |
1 | 47 | 1965-11 | 610.8 |
1 | 48 | 1965-12 | 623.5 |
2 | 49 | 1966-01 | 664.7 |
2 | 50 | 1966-02 | 690.3 |
2 | 51 | 1966-03 | 722.6 |
2 | 52 | 1966-04 | 766 |
2 | 53 | 1966-05 | 796.3 |
2 | 54 | 1966-06 | 809.6 |
... | ... | ... | ... |
2 | 153 | 1974-09 | 826.9 |
2 | 154 | 1974-10 | 797.3 |
2 | 155 | 1974-11 | 784.3 |
2 | 156 | 1974-12 | 798.2 |
id_partition | p | d | q | include_drift | include_mean |
---|---|---|---|---|---|
1 | 1 | 1 | 1 | 0 | 0 |
2 | 0 | 1 | 2 | 0 | 0 |
SQL Call
SELECT * FROM ARIMA ( ON milk_3 AS InputTable ON arimaex1_orders AS OrdersTable OUT TABLE ModelTable (arimaex1_model) OUT TABLE ResidualTable (arimaex1_resid) USING TimeColumns ('period') TargetColumn ('milkpound') PartitionColumns ('id_partition') ) AS dt;
Output
id_partition coef value_col ------------ ------------------ --------------------------------------- 2 coef 0, 1, 2, 0, 0, 0 2 ar_params NULL 2 ma_params 0.8306295578094496 ,0.3998570673162409 2 seasonal_ar_params NULL 2 seasonal_ma_params NULL 2 period 0 2 sigma2 643.230614797225 2 aic 6.50388649193462 2 bic 6.553845909401198 2 iterations 33 2 converged true 1 coef 1, 1, 1, 0, 0, 0 1 ar_params 0.34347347277005386 1 ma_params 0.5815242132319824 1 seasonal_ar_params NULL 1 seasonal_ma_params NULL 1 period 0 1 sigma2 591.665550628751 1 aic 6.468047909957085 1 bic 6.546777595136237 1 iterations 33 1 converged true
SELECT * FROM arimaex1_resid ORDER BY 1, 2;
id_partition period value_col residual ------------ ------- --------- ------------------- 1 1962-01 578.3 0.0 1 1962-02 609.8 0.0 1 1962-03 628.4 -10.537427109064122 1 1962-04 665.6 36.939162415564915 1 1962-05 713.8 13.941769451794109 1 1962-06 707.2 -31.262897899032737 1 1962-07 628.4 -58.35294297563094 1 1962-08 588.1 20.69935890795483 1 1962-09 576.3 -9.995197450721776 1 1962-10 566.5 0.06543631231600244 1 1962-11 561.1 -2.0720127668898307 1 1962-12 571.4 13.35968234703047 1 1963-01 589.1 6.393244464582409 1 1963-02 615.3 16.40269307470395 1 1963-03 641.2 7.362431828271802 1 1963-04 682.8 28.422604678845616 1 1963-05 728.5 14.883070708896476 1 1963-06 726.4 -26.451603690058487 1 1963-07 648.0 -62.29645768259739 1 1963-08 605.8 20.955218806184106 1 1963-09 591.5 -11.991386578473922 1 1963-10 576.3 -3.3150476937806896 1 1963-11 573.2 4.048577288057238 1 1963-12 587.1 12.610422043440755 1 1964-01 616.6 17.392452971161127 1 1964-02 648.6 11.753400023054681 1 1964-03 675.5 9.073962170150615 1 1964-04 715.3 25.283834870591907 1 1964-05 756.0 12.326593603143596 1 1964-06 746.7 -30.44758298863963 1 1964-07 665.7 -60.099689960954365 1 1964-08 627.4 24.470776214404353 1 1964-09 612.8 -15.675314878164338 1 1964-10 599.9 1.2302878541309212 1 1964-11 602.7 6.515365622311407 1 1964-12 622.5 15.049431408810435 1 1965-01 646.1 8.0476164795558 1 1965-02 676.1 17.2141422009603 1 1965-03 696.1 -0.3146446829785212 1 1965-04 732.5 29.713504046315613 1 1965-05 767.8 5.518443528270989 1 1965-06 767.0 -16.13372211982575 1 1965-07 689.3 -68.04307115954892 1 1965-08 641.2 18.15658225617777 1 1965-09 624.0 -11.237418171266038 1 1965-10 609.7 -1.8574255075507473 1 1965-11 610.8 7.091808567527128 1 1965-12 623.5 8.198120782329973 2 1966-01 664.7 0.0 2 1966-02 690.3 0.0 2 1966-03 722.6 0.0 2 1966-04 766.0 50.82626291175626 2 1966-05 796.3 -3.41518895279507 2 1966-06 809.6 -4.186483540843128 2 1966-07 721.7 -83.05699558869745 2 1966-08 684.4 33.363590549830334 2 1966-09 670.6 -8.301857789146538 2 1966-10 654.9 -22.144899007999328 2 1966-11 654.4 21.213764179594026 2 1966-12 675.5 12.334014813382838 2 1967-01 700.1 5.872529197953845 2 1967-02 725.1 15.190260677566183 2 1967-03 748.2 8.134348187560134 2 1967-04 795.4 34.369436875597934 2 1967-05 821.8 -5.400846764944703 2 1967-06 828.9 -2.1567592742246173 2 1967-07 753.1 -71.84896524929414 2 1967-08 708.9 16.342269672386216 2 1967-09 690.9 -2.845055697287684 2 1967-10 674.5 -20.57138466871015 2 1967-11 669.6 13.32481577836764 2 1967-12 685.3 12.857627706386761 2 1968-01 704.0 2.692052624098224 2 1968-02 730.5 19.12268821192567 2 1968-03 760.9 13.439693679067279 2 1968-04 807.6 27.890251154638488 2 1968-05 842.4 6.259576516087634 2 1968-06 838.0 -20.75150330703941 2 1968-07 768.8 -54.46612389255698 2 1968-08 726.6 11.338807659225424 2 1968-09 711.2 -3.039684224307921 2 1968-10 693.2 -20.009050814363558 2 1968-11 686.9 11.535548249620746 2 1968-12 698.1 9.618993036741049 2 1969-01 720.7 9.997609574341283 2 1969-02 750.1 17.24946763390674 2 1969-03 770.8 2.3744674822306884 2 1969-04 816.7 37.030375584341535 2 1969-05 855.2 6.792027898978013 2 1969-06 857.3 -18.34851651313138 2 1969-07 786.5 -58.27502019905369 2 1969-08 750.1 19.34173826182107 2 1969-09 735.6 -7.264140825094238 2 1969-10 709.9 -27.40012065675655 2 1969-11 700.1 15.863968151941663 2 1969-12 720.7 18.379051038771355 2 1970-01 736.4 -5.909502818525663 2 1970-02 768.5 29.659614264607065 2 1970-03 792.4 1.6268041849032997 2 1970-04 836.0 30.389121981674506 2 1970-05 869.9 8.007407895671037 2 1970-06 871.5 -17.202494873488984 2 1970-07 804.1 -56.31291792798243 2 1970-08 768.8 18.353713268115776 2 1970-09 750.8 -10.728018521353214 2 1970-10 733.4 -15.827852681188727 2 1970-11 721.4 5.436756297711515 2 1970-12 737.4 17.81294827552777 2 1971-01 789.4 35.03011322169974 2 1971-02 821.8 -3.8196807130638604 2 1971-03 844.4 11.765701361080806 2 1971-04 890.8 38.15438700913751 2 1971-05 924.9 -2.2967604510509503 2 1971-06 926.3 -11.948544176871943 2 1971-07 853.2 -62.25681013561294 2 1971-08 818.9 22.19005650683353 2 1971-09 801.5 -10.937891302747598 2 1971-10 785.5 -15.78751510223506 2 1971-11 774.1 6.087169827220009 2 1971-12 785.5 12.656566307095773 2 1972-01 811.0 12.553084049582958 2 1972-02 838.6 12.112219860901213 2 1972-03 873.9 20.219792799008225 2 1972-04 913.1 17.561685736091665 2 1972-05 943.6 7.827717692288189 2 1972-06 948.6 -8.524097840965617 2 1972-07 877.8 -66.84960061985213 2 1972-08 839.5 20.635674966811337 2 1972-09 820.8 -9.110316317666044 2 1972-10 795.3 -26.18402245987319 2 1972-11 777.2 7.292047362622494 2 1972-12 790.4 17.612876355006726 2 1973-01 806.1 -1.8455523716610607 2 1973-02 840.3 28.690337264070386 2 1973-03 867.0 3.6069150038522118 2 1973-04 911.1 29.631955666568945 2 1973-05 939.6 2.4445713121493284 2 1973-06 937.5 -15.97908007972341 2 1973-07 865.0 -60.204782894899004 2 1973-08 821.8 13.197220293093395 2 1973-09 795.4 -13.28869332960074 2 1973-10 776.6 -13.039020338891014 2 1973-11 771.1 10.644173641600506 2 1973-12 787.4 12.672379188216105 2 1974-01 813.0 10.817799222163195 2 1974-02 845.7 18.647275837503766 2 1974-03 872.9 7.385448044953257 2 1974-04 915.2 28.709183526374623 2 1974-05 951.4 9.40017998634557 2 1974-06 960.8 -9.887637275287375 2 1974-07 891.5 -64.84576462383274 2 1974-08 851.3 17.61645043889294 2 1974-09 826.9 -13.103707167864707 2 1974-10 797.3 -25.75973571850968 2 1974-11 784.3 13.636407808267165 2 1974-12 798.2 12.87340899135451
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