This example uses an existing orders table instead of a PDQ argument or TimeSeriesOrders call.
Input
orders_ex7
id |
p |
d |
q |
include_drift |
include_mean |
3 |
0 |
2 |
0 |
0 |
0 |
1 |
0 |
1 |
0 |
1 |
0 |
2 |
0 |
1 |
0 |
0 |
0 |
SQL Call
SELECT * FROM VARMAX (
ON finance_data3 AS "data" PARTITION BY id ORDER BY period
ON orders_ex7 AS orders PARTITION BY id
USING
ResponseColumns ('expenditure')
PartitionColumns ('id')
MaxIterNum (1000)
"Method" ('ML')
) AS dt;
Output
id_partition |
coef |
coef_value |
3 |
coef |
0, 2, 0, 0, 0, 0, 0 |
3 |
ar_params |
|
3 |
ma_params |
|
3 |
exogenous_params |
|
3 |
seasonal_ar_params |
|
3 |
seasonal_ma_params |
|
3 |
period |
0 |
3 |
lag |
0 |
3 |
sigma |
[[27308.600000000002]] |
3 |
aic |
10.214956949880218 |
3 |
bic |
10.214956949880218 |
3 |
iterations |
1 |
3 |
converged |
true |
1 |
coef |
0, 1, 0, 0, 0, 0, 0 |
1 |
ar_params |
|
1 |
ma_params |
|
1 |
exogenous_params |
|
1 |
seasonal_ar_params |
|
1 |
seasonal_ma_params |
|
1 |
drift_params |
[35.1194422383902] |
1 |
period |
0 |
1 |
lag |
0 |
1 |
sigma |
[[24235.070398818556]] |
1 |
aic |
10.146838104398181 |
1 |
bic |
10.189493531222018 |
1 |
iterations |
22 |
1 |
converged |
true |
2 |
coef |
0, 1, 0, 0, 0, 0, 0 |
2 |
ar_params |
|
2 |
ma_params |
|
2 |
exogenous_params |
|
2 |
seasonal_ar_params |
|
2 |
seasonal_ma_params |
|
2 |
period |
0 |
2 |
lag |
0 |
2 |
sigma |
[[45895.666666666664]] |
2 |
aic |
10.734125983458284 |
2 |
bic |
10.734125983458284 |
2 |
iterations |
1 |
2 |
converged |
true |