VARMAX Example: Existing Orders Table - Teradata Vantage

This example uses an existing Orders table instead of a PDQ syntax element or TimeSeriesOrders call.

Input

• InputTable: finance_data3, as in VARMAX Example: No Exogenous Model
• Orders: orders_ex7

SQL Call

SELECT * FROM VARMAX (
  ON finance_data3 AS InputTable PARTITION BY id ORDER BY period
  ON orders_ex7 AS Orders PARTITION BY id
  USING
  TargetColumns ('expenditure')
  PartitionColumns ('id')
  MaxIterNum (1000)
  FitMethod ('ML')
) AS dt ORDER BY id;

Output

 id coef               coef_value             
 -- ------------------ ---------------------- 
  1 sigma              [[24235.070398818556]]
  1 drift_params       [35.1194422383902]    
  1 iterations         22                    
  1 coef               0, 1, 0, 0, 0, 0, 0   
  1 seasonal_ar_params NULL                  
  1 aic                10.146838104398181    
  1 lag                0                     
  1 period             0                     
  1 seasonal_ma_params NULL                  
  1 exogenous_params   NULL                  
  1 ar_params          NULL                  
  1 bic                10.189493531222018    
  1 converged          true                  
  1 ma_params          NULL                  
  2 ma_params          NULL                  
  2 seasonal_ar_params NULL                  
  2 seasonal_ma_params NULL                  
  2 period             0                     
  2 sigma              [[45895.666666666664]]
  2 aic                10.734125983458284    
  2 bic                10.734125983458284    
  2 iterations         1                     
  2 converged          true                  
  2 lag                0                     
  2 exogenous_params   NULL                  
  2 ar_params          NULL                  
  2 coef               0, 1, 0, 0, 0, 0, 0   
  3 period             0                     
  3 converged          true                  
  3 iterations         1                     
  3 seasonal_ma_params NULL                  
  3 ma_params          NULL                  
  3 bic                10.214956949880218    
  3 aic                10.214956949880218    
  3 seasonal_ar_params NULL                  
  3 sigma              [[27308.600000000002]]
  3 lag                0                     
  3 exogenous_params   NULL                  
  3 ar_params          NULL                  
  3 coef               0, 2, 0, 0, 0, 0, 0

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