1.1 - 8.10 - ARIMA Example: Orders, No PartitionColumns, No Seasonality - 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)

SQL Call

SELECT * FROM ARIMA (
ON milk_3 AS InputTable 
OUT TABLE ModelTable (arimaex2_model)
OUT TABLE ResidualTable (arimaex2_resid)
USING
TimeColumns ('period')
TargetColumn ('milkpound')
Orders ('0,1,2')
IncludeDrift ('true')
) AS dt ;

Output

 td_arima_partition_id coef               value_col                                
 --------------------- ------------------ ---------------------------------------- 
                     1 coef               0, 1, 2, 0, 0, 0                        
                     1 ar_params          NULL                                    
                     1 ma_params          0.8568283140139287 ,0.35796607522513024 
                     1 seasonal_ar_params NULL                                    
                     1 seasonal_ma_params NULL                                    
                     1 drift_params       0.8314523388938775                      
                     1 period             0                                       
                     1 sigma2             633.9156052156023                       
                     1 aic                6.490625508194131                       
                     1 bic                6.549530510457084                       
                     1 iterations         37                                      
                     1 converged          true

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