| Table | Description |
|---|---|
| ModelTable | Contains coefficients of model. Function outputs coefficients to both ModelTable and screen. |
| [Optional] ResidualTable | Contains value and residual for each time point. |
ModelTable Schema
| Column | Data Type | Description |
|---|---|---|
| partition_column | Same as in input table | [Column appears once for each partition_column specified in PartitionColumns.] Partition identifier. |
| td_arima_partition_id | INTEGER | [Appears only if you omit PartitionColumns.] Random partition identifier value. |
| coef | CHARACTER(128) | Coefficient name from following table. |
| value_col | CHARACTER(300) | Values from following table. |
Model Coefficients
| Coefficient Name | Value |
|---|---|
| coef | Vector of coefficients p, d, q, sp, sd, and sq. |
| ar_params | Vector of auto regression parameters that correspond to coefficients. |
| ma_params | Vector of moving average parameters that correspond to coefficients. |
| seasonal_ar_params | Vector of seasonal auto regressive parameters that correspond to coefficients. |
| seasonal_ma_params | Vector of seasonal moving average parameters that correspond to coefficients. |
| mean_param | [Appears only with IncludeMean ('true').] Mean value. |
| drift_params | [Appears only with IncludeDrift ('true').] Drift value. |
| period | Seasonal model: Cycle period. Nonseasonal model: 0 |
| sigma2 | Variance. |
| aic | Akaike information criterion. |
| bic | Bayesian information criterion. |
| converged | Whether algorithm converged ('true' or 'false'). |
ResidualTable Schema
| Column | Data Type | Description |
|---|---|---|
| partition_column | Same as in input table | [Column appears once for each partition_column specified in PartitionColumns.] Partition identifier. |
| td_arima_partition_id | INTEGER | [Appears only if you omit PartitionColumns.] Random partition identifier value. |
| time_column | Any | [Column appears once for each specified time_column.] Sequence (time points) of input parameter. |
| value | Same type as target_column in input_table | Time point value. |
| residual | DOUBLE PRECISION | Time point residual. |