VARMAX Example 6: Orders Table with Two Time Series - Teradata Vantage

This example uses an orders table (output by the TimeSeriesOrders function) instead of a PDQ argument. The orders table has two time series.

Input

The input table, milk_3, contains data for two time series. The time series identifier, 1 or 2, is in the column id1.

SQL Call

SELECT * FROM VARMAX (
  ON milk_3 AS "data" PARTITION BY id_partition ORDER BY period
  ON (
    SELECT * FROM TimeSeriesOrders (
      ON milk_3 PARTITION BY id_partition ORDER BY period ASC
      USING
      TimeColumns ('period')
      ResponseColumn ('milkpound')
      PartitionColumns ('id_partition')
    ) AS dt1
  ) AS orders PARTITION BY id_partition
  USING
  ResponseColumns ('milkpound')
  PartitionColumns ('id_partition')
  MaxIterNum (1000)
  "Method" ('ML')
) AS dt2;

Output