TD_​ARIMAVALIDATE

The TD_ARIMAVALIDATE function first performs an “In-Sample” forecast, followed by an analysis of the produced residuals. The aim of this analysis is to provide the data scientist with a collection of metrics which are useful for model selection and expose the produced residuals, such that a number of model validation statistical tests can be conducted.

Options

FIT_METRICS
Flag indicating whether or not to generate the secondary result set that contains the model metadata statistics. A value of FIT_METRICS(1) means generate the secondary result set. A value of FIT_METRICS(0) means do not generate the secondary result set. Default is FIT_METRICS(0). The generated result set can be retrieved by issuing a TD_EXTRACT_RESULTS against the analytical result table containing the results.
OutputFormat
Specifies the INDEX_STYLE of the output format.
RESIDUALS
Flag indicating whether or not to generate the tertiary result set that contains the model residuals. A value of RESIDUALS(1) means generate the tertiary result set. A value of RESIDUALS(0) means do not generate the tertiary result set. Default is RESIDUALS(0). The generated result set can be retrieved by issuing a TD_EXTRACT_RESULTS against the analytical result table containing the results.
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 table in ART_SPEC without specifying layer

Output Ports

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output of TD_ARIMAVALIDATE

Nodes

Extensions

Links