The output of VARMAX is a model for each partition in the input table. The Output table schema and additional details about the output are shown in the following two tables.
| Column Name | Data Type | Description |
|---|---|---|
| partition_columns | Any | Identifies the partition_column from the input table. |
| coef | VARCHAR | See the following table for the values that appear in this column. |
| coef_value | VARCHAR | See the following table for explanations of the values that appear in this column. |
| stepahead | Integer | Included only if the StepAhead argument has a positive value. Identifier of the future period. For example, if the argument StepAhead is 3, this column shows 1, 2, 3 to indicate the future period for which a predicted value is shown in the next column. |
| predict_columnname | Double | Included only if the StepAhead argument has a positive value. One column appears for each column specified in the ResponseColumns argument. The predicted future values of the response variable. |
| coef | coef_value |
|---|---|
| coef | The vector [p, d, q, sp, sd, sq, b]. |
| ar_params | The matrices Φi, shown as a vector of p matrices, each of which is an n * n matrix. p is from the coef vector and n is the number of response variables specified in the ResponseColumns argument. |
| ma_params | The matrices Φi, shown as a vector of q matrices, each of which is an n * n matrix. q is from the coef vector and n is the number of response variables specified in the ResponseColumns argument. |
| exogenous_params | The matrices B i , shown as a vector of b matrices, each of which is an n * m matrix. b is from the coef vector, n is the number of response variables specified in the ResponseColumns argument, and m is the number of exogenous variables specified in the ExogenousColumns argument. |
| seasonal_ar_params | The matrix Φsi for the seasonal parameters. |
| seasonal_ma_params | The matrix Φsi for the seasonal parameters. |
| mean_param | The mean vector of the response series. This value is only displayed if the argument IncludeMean is set to True. |
| period | The cycle period for seasonal models (0 for non-seasonal models). |
| lag | The lag value specified in the function call. |
| sigma | The variance matrix. |
| aic | The Akaike information criterion. |
| bic | The Bayesian information criterion. |
| iterations | The number of iterations performed. |
| converged | Whether the algorithm converged. |