ARIMA Example: No PartitionColumns, Seasonality | Teradata Vantage - ARIMA Example: No PartitionColumns, Seasonality - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
9.02
9.01
2.0
1.3
Published
February 2022
Language
English (United States)
Last Update
2022-02-10
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rnn1580259159235.ditamap
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dita:id
B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

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.