1.1 - 8.10 - ARIMA Example: No PartitionColumns, 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 (arimaex3_model)
OUT TABLE ResidualTable (arimaex3_resid)
USING
TimeColumns ('period')
TargetColumn ('milkpound')
Orders ('0,1,2')
SeasonalOrderP (0)
SeasonalOrderD (1)
SeasonalOrderQ (1)
Period (12)
) AS dt;

Output

 td_arima_partition_id coef               value_col                                   
 --------------------- ------------------ ------------------------------------------- 
                     1 coef               0, 1, 2, 0, 1, 1                           
                     1 ar_params          NULL                                       
                     1 ma_params          -0.05439399769440293 ,0.025430672925134692 
                     1 seasonal_ar_params NULL                                       
                     1 seasonal_ma_params -0.6921575970967139                        
                     1 period             12                                         
                     1 sigma2             36.18300572628356                          
                     1 aic                3.6305475954861945                         
                     1 bic                3.6927051751419966                         
                     1 iterations         18                                         
                     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.