The VARMAX function has a required input table and an optional orders table. If you specify the orders table, you must give the input and orders tables the aliases 'data' and 'orders', respectively. If you omit the orders table, you must specify the Orders argument.
The orders table is the output of the TimeSeriesOrders function; for its schema, see TimeSeriesOrders Output.
Column Name | Data Type | Description |
---|---|---|
timestamp_column | Any | The table can have more than one such column. These columns contain the sequence (time points) of the input values. If the time points do not have uniform intervals, run the function Interpolator on them before running the VARMAX function on the input table.
|
partition_column | Any | [Optional] Column on which the input data is partitioned. The table can have more than one such column. |
response_column | Numeric | The table can have more than one such column. These columns contain the values of the response variables. |
exogenous_column | Numeric | [Optional] The table can have more than one such column. These columns contain the values of the exogenous variables. |