Input
- InputTable: finance_data3, as in VARMAX Example: No Exogenous Model
SQL Call
SELECT * FROM VARMAX ( ON finance_data3 AS InputTable PARTITION BY id ORDER BY period USING TargetColumns ('expenditure') ExogenousColumns ('income', 'investment') PartitionColumns ('id') PDQ ('1, 1, 1') SeasonalPDQ ('1, 0, 0') Period (4) Lag (3) ExogenousOrder (3) IncludeMean ('false') StepAhead (3) ) AS dt ORDER BY id;
Output
id coef coef_value stepahead predict_expenditure -- ------------------ ------------------------------------------------------------------------------------------------------------------------------------- --------- ------------------- 1 lag 3 NULL NULL 1 exogenous_params [[0.14136535289002805, -0.5764731379270335]],[[4.327609632621381, -3.6776117386402745]],[[1.5658681771405536, 1.7090892798326973]] NULL NULL 1 bic 10.829562247171378 NULL NULL 1 seasonal_ar_params [[-1.749468260264603]] NULL NULL 1 ar_params [[-0.083675090299998]] NULL NULL 1 iterations 41 NULL NULL 1 seasonal_ma_params NULL NULL NULL 1 NULL NULL 1 3948.029466182273 1 period 4 NULL NULL 1 ma_params [[0.16557702978800654]] NULL NULL 1 aic 10.445663405756845 NULL NULL 1 coef 1, 1, 1, 1, 0, 0, 3 NULL NULL 1 sigma [[21679.55531881341]] NULL NULL 1 converged true NULL NULL 1 NULL NULL 2 5935.804907456769 1 NULL NULL 3 5954.276592372843 2 ma_params [[-0.8204637812812601]] NULL NULL 2 seasonal_ar_params [[-5.614414697261441]] NULL NULL 2 seasonal_ma_params NULL NULL NULL 2 period 4 NULL NULL 2 sigma [[32608.138895810247]] NULL NULL 2 aic 10.853855657114226 NULL NULL 2 bic 11.237754498528759 NULL NULL 2 iterations 85 NULL NULL 2 converged true NULL NULL 2 NULL NULL 1 1620.451901286435 2 NULL NULL 2 1586.3420191931932 2 NULL NULL 3 1658.0951344806858 2 lag 3 NULL NULL 2 exogenous_params [[-0.9778053595354401, 2.6268103989144316]],[[4.974327689829748, -0.39732611440463356]],[[-2.326100821660923, -2.6208248381459405]] NULL NULL 2 ar_params [[0.67251029839066]] NULL NULL 2 coef 1, 1, 1, 1, 0, 0, 3 NULL NULL 3 NULL NULL 2 2372.4860996289876 3 NULL NULL 1 2327.0431364124015 3 period 4 NULL NULL 3 converged false NULL NULL 3 iterations 100 NULL NULL 3 seasonal_ma_params NULL NULL NULL 3 ma_params [[-0.014945451170288799]] NULL NULL 3 bic -26.29272322661271 NULL NULL 3 aic -26.618273904356833 NULL NULL 3 seasonal_ar_params [[0.13346859797280347]] NULL NULL 3 sigma [[5.360025155179078E-13]] NULL NULL 3 NULL NULL 3 2321.5615950896404 3 lag 3 NULL NULL 3 exogenous_params [[0.2934923712302498, -0.6135109059450977]],[[-0.11162047294277623, 0.11996630573488476]],[[0.6145949488515016, -1.5210989053056008]] NULL NULL 3 ar_params [[-0.2624228703654427]] NULL NULL 3 coef 1, 1, 1, 1, 0, 0, 3 NULL NULL
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