1.1 - 8.10 - VARMAX Example: Orders Table, One 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 one time series.

Input

milk_timeseries
id period milkpound
1 1962-01 578.3
2 1962-02 609.8
3 1962-03 628.4
4 1962-04 665.6
5 1962-05 713.8
6 1962-06 707.2
7 1962-07 628.4
8 1962-08 588.1
9 1962-09 576.3
10 1962-10 566.5
11 1962-11 561.1
12 1962-12 571.4
13 1963-01 589.1
14 1963-02 615.3
15 1963-03 641.2
16 1963-04 682.8
17 1963-05 728.5
18 1963-06 726.4
19 1963-07 648
... ... ...

SQL Call

SELECT * FROM VARMAX (
  ON milk_timeseries AS InputTable PARTITION BY 1 ORDER BY id
  ON TimeSeriesOrders (
  ON milk_timeseries AS InputTable PARTITION BY 1 ORDER BY id ASC
  USING
    TimestampColumns ('period')
    ResponseColumn ('milkpound')
  ) AS orders PARTITION BY 1
  USING
    TargetColumns ('milkpound')
    MaxIterNum (1000)
    FitMethod ('ML')
) AS dt ;

Output

 coef               coef_value                                     
 ------------------ ---------------------------------------------- 
 coef               0, 1, 2, 0, 0, 0, 0                           
 ar_params          NULL                                          
 ma_params          [[0.8569252788514398]],[[0.35803161161466235]]
 exogenous_params   NULL                                          
 seasonal_ar_params NULL                                          
 seasonal_ma_params NULL                                          
 drift_params       [0.7402653820420226]                          
 period             0                                             
 lag                0                                             
 sigma              [[633.9229968930607]]                         
 aic                6.490637168475567                             
 bic                6.54954217073852                              
 iterations         22                                            
 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.