Input
- InputTable: financial_data3, as in VARMAX Example: No Exogenous Model
SQL Call
SELECT * FROM SAX (
ON finance_data3 PARTITION BY id ORDER BY period
USING
TargetColumns ('expenditure', 'income', 'investment')
TimeColumn ('period')
WindowType ('global')
OutputStats ('true')
Accumulate ('id')
) AS dt ORDER BY id;
Output
id period_start period_end expenditure_saxcode expenditure_mean expenditure_stdev income_saxcode income_mean income_stdev investment_saxcode investment_mean investment_stdev -- ------------ ---------- ---------------------------------------- ------------------ ------------------ ---------------------------------------- ------------------ ------------------ ---------------------------------------- ----------------- ------------------ 1 1960q1 1969q4 aaaabbbbbbbbbbbbbbbbbbbbbbbbbbbcccccdddd 714.2 385.0403375471997 aaaabbbbbbbbbbbbbbbbbbbbbbbbbbbcccccdddd 811.2 449.6825204861415 aaaaaaabbbbbabbbbbbbbcccccccbbbcbbccdddd 301.0 130.70871903116955 2 1970q1 1979q4 ddddddddaaaaaaaaaaaabbbbbbbbbbbccccccccd 1355.6 404.84228014730854 ddddddddaaaaaaaaaaaabbbbbbbbbbcccccccccc 1589.275 470.7790590456389 ddddddddaaaaaaaabbbbbbbbcbbbcbbbbbbbbccc 556.675 142.19982103562646 3 1980q1 1982q4 aaaacccddddd 2045.1666666666667 256.6124893627928 aaaacccddddd 2387.4166666666665 317.49658790817546 aaaacddccccc 759.0833333333334 113.35259417437517
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