TD_​ARIMAFORECAST

ARIMA formulas that are being solved for the coefficients: Auto-Regressive: (AR1, ..., ARp) , Seasonal Auto-Regressive: (SAR1, ..., SARP) , Moving Average: (MA1, ..., MAq), and Seasonal Moving Average: (SMA1, ..., SMAQ) . The reader should take note that the AR, SAR, MA, and SMA formulas solved by most of the statistical programs, such as 'R', may differ from the text books, relative to the 'sign' associated with the MA and SMA coefficients.. There are two approach available for the data scientist, regarding the usage of: TD_ARIMAESTIMATE, TD_ARIMAVALIDATE, and TD_ARIMAFORECAST.. Option 1: This approach uses all three phases: estimation, validation, and forecast. First execute TD_ARIMAESTIMATE, then pass the estimate ART table result into TD_ARIMAVALIDATE, then pass the validate ART result into TD_ARIMAFORECAST. . Option 2: The validation phase (TD_ARIMAVALIDATE) may be skipped, meaning that the ART produced by TD_ARIMAESTIMATE can directly be passed into TD_ARIMAFORECAST. In this case, TD_ARIMAESTIMATE must use FIT_PERCENTAGE(100), otherwise TD_ARIMAFORECAST will error out.

Options

FORECAST_PERIODS
Number of Periods to Forecast ahead
OutputFormat
Specifies the INDEX_STYLE of the output format.
Output Schema
Output Schema, if Volatile is true then use user login as the schema.
Output Table
Output Table
VAL Location
VAL Location
Volatile
Specifies whether the table should be a VOLATILE table. If true, then the table is automatically deleted, otherwise it is users responsibility to remove or clean it up for space.

Input Ports

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Connection to a Teradata Database Instance
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Passed in an art spec with layer specified ARTMODEL, this function will forecast 'h' periods ('h' steps) into the future, meaning 'h' periods beyond the last observed sample point recorded in the passed in model. This function only outputs a primary result set, containing forecasted value. This primary result set can be retrieved by issuing a SELECT against the analytical result table.

Output Ports

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output of TD_ARIMAFORECAST

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Extensions

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