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')
TimeColumn ('period')
WindowType ('sliding')
WindowSize (20)
OutputStats ('true')
Accumulate ('id')
) AS dt ORDER BY 1, 2;
Output
id period_start period_end expenditure_saxcode expenditure_mean expenditure_stdev -- ------------ ---------- -------------------- ---------------- ------------------ 1 1960q1 1964q4 aaaaaabbbcccccdddddd 507.65 56.465429572811686 1 1960q2 1965q1 aaaaaabbbbcccccddddd 517.75 57.08338775768973 1 1960q3 1965q2 aaaaaabbbbccccdddddd 528.65 58.43419600848437 1 1960q4 1965q3 aaaaaabbbbbccccddddd 539.6 60.25507185466199 1 1961q1 1965q4 aaaaabbbbbbccccddddd 550.6 62.68501037980077 1 1961q2 1966q1 aaaaaabbbbbccccddddd 561.6 65.02420601915138 1 1961q3 1966q2 aaaaaabbbbcccccddddd 573.0 65.8858662265366 1 1961q4 1966q3 aaaaaaabbbbcccdddddd 583.9 67.52847352666971 1 1962q1 1966q4 aaaaaaabbbbcccdddddd 593.95 67.30486413954085 1 1962q2 1967q1 aaaaaaabbbbccddddddd 604.3 67.52707059511755 1 1962q3 1967q2 aaaaaabbbbcccddddddd 613.75 66.85717298052154 1 1962q4 1967q3 aaaaaaabbbccdddddddd 623.4 65.92771160820578 1 1963q1 1967q4 aaaaaaabbcccdddddddd 632.9 64.67969664349684 1 1963q2 1968q1 aaaaaabbbcccdddddddd 642.65 62.86516481620384 1 1963q3 1968q2 aaaaaabbbcccdcdddddd 653.05 61.83805249878237 1 1963q4 1968q3 aaaaaabbcccccccddddd 663.65 60.68145906027865 1 1964q1 1968q4 aaaaabbbccccccccdddd 674.85 60.242732691215465 1 1964q2 1969q1 bbbbbbbbbbbbbbbbcccd 734.85 250.77926444122951 1 1964q3 1969q2 bbbbbbbbbbbbbbbbbbdd 796.5 343.55211050374726 1 1964q4 1969q3 bbbbbbbbbbbbbbbbbddd 858.75 409.8081547312236 1 1965q1 1969q4 bbbbbbbbbbbbbbbbdddd 920.75 459.68477471552524 2 1970q1 1974q4 ddddddddaaaaaaaaabbb 1361.05 555.2160769513644 2 1970q2 1975q1 dddddddaaaaaaabbbbbb 1321.6 543.5625563185705 2 1970q3 1975q2 ddddddaaaaaabbbbbbbb 1278.8 524.1698800559747 2 1970q4 1975q3 dddddaaaaabbbbbbbbbb 1238.65 500.42931831736115 2 1971q1 1975q4 ddddaaaaabbbbbbbbbbb 1197.6 467.8177107873493 2 1971q2 1976q1 dddaaaabbbbbbbbbbbcc 1155.35 421.61297730451696 2 1971q3 1976q2 ddaaaabbbbbbbbbbcccc 1114.0 365.4449342924321 2 1971q4 1976q3 daaaabbbbbbbbccccccc 1071.0 284.76305940202286 2 1972q1 1976q4 aaaaaabbbbccccdddddd 1028.3 152.20488269365566 2 1972q2 1977q1 aaaaaabbbbccccdddddd 1053.15 153.19415785205337 2 1972q3 1977q2 aaaaaabbbbccccdddddd 1078.2 153.33609455942508 2 1972q4 1977q3 aaaaaabbbbbccddddddd 1104.1 154.19601332821765 2 1973q1 1977q4 aaaaaabbbbccccdddddd 1129.75 153.77080518198434 2 1973q2 1978q1 aaaaaabbbbccccdddddd 1155.8 153.5432735163129 2 1973q3 1978q2 aaaaaabbbbccccdddddd 1183.15 155.22624405075726 2 1973q4 1978q3 aaaaaaabbcccccdddddd 1210.7 157.55804277187843 2 1974q1 1978q4 aaaaaabbbbccccdddddd 1238.1 160.74756280382127 2 1974q2 1979q1 aaaaaabbbbcccccddddd 1266.4 163.27580798662123 2 1974q3 1979q2 aaaaaabbbbcccccddddd 1294.1 165.00778291054277 2 1974q4 1979q3 aaaaabbbbbbcccdddddd 1321.8 165.54585944368188 2 1975q1 1979q4 aaaaaabbbbccccdddddd 1350.15 167.6105369756414
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