Example 1: VARMAX without Exogenous Model - Aster Analytics

Teradata Aster Analytics Foundation User Guide

Product
Aster Analytics
Release Number
6.21
Published
November 2016
Language
English (United States)
Last Update
2018-04-14
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kiu1466024880662.ditamap
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AA-notempfilter_pdf_output.ditaval
dita:id
B700-1021
lifecycle
previous
Product Category
Software

This example uses all three time series as response columns modeled by the auto regression (AR) and moving average (MA) parameters. Because it uses no exogenous variables, it is equivalent to the VARMA model.