1.1 - 8.10 - VARMAX Example: Orders Table, Two Time Series - 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 Orders table (output by the TimeSeriesOrders function) instead of a PDQ syntax element. The Orders table has two time series.

Input

The InputTable, milk_3, is from ARIMA Example: OrdersTable, PartitionColumns, No Seasonality.

SQL Call

SELECT * FROM VARMAX (
  ON milk_3 AS InputTable PARTITION BY id_partition ORDER BY period
  ON TimeSeriesOrders(
  ON milk_3 AS InputTable PARTITION BY id_partition ORDER BY period ASC
  USING
    TimestampColumns ('period')
    ResponseColumn ('milkpound')
    PartitionColumns ('id_partition')
  ) AS orders PARTITION BY id_partition
  USING
    TargetColumns ('milkpound')
    PartitionColumns ('id_partition')
    MaxIterNum (1000)
    FitMethod ('ML')
) AS dt ;

Output

 id_partition coef               coef_value                                     
 ------------ ------------------ ---------------------------------------------- 
            1 coef               1, 1, 1, 0, 0, 0, 0                           
            2 coef               0, 1, 2, 0, 0, 0, 0                           
            1 ar_params          [[0.34403170023658103]]                       
            2 ar_params          NULL                                          
            1 ma_params          [[0.5821427351731738]]                        
            2 ma_params          [[0.8304444685178987]],[[0.39987632773261356]]
            1 exogenous_params   NULL                                          
            2 exogenous_params   NULL                                          
            1 seasonal_ar_params NULL                                          
            2 seasonal_ar_params NULL                                          
            1 seasonal_ma_params NULL                                          
            2 seasonal_ma_params NULL                                          
            1 period             0                                             
            2 period             0                                             
            1 lag                0                                             
            2 lag                0                                             
            1 sigma              [[591.6645419709592]]                         
            2 sigma              [[643.2306748042672]]                         
            1 aic                6.468046205178683                             
            2 aic                6.503886585224706                             
            1 bic                6.546775890357835                             
            2 bic                6.553846002691284                             
            1 iterations         20                                            
            2 iterations         23                                            
            1 converged          true                                          
            2 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.