Example 2: VARMAX with 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 models the expenditure time series as a function of exogenous variables (income and investment) and the AR and MA parameters. The function chooses the order and lag of the variables according to the degree of complexity, typically a trade-off between accuracy and overfitting.