TD_​DICKEY_​FULLER

The Dickey-Fuller test is a statistical test for the presence of one or more unit roots within a given series generating process, thus, the test strives to answer the question, 'given the sample data available, is it possible that the true data generating process for y contains one or more unit roots?''.

Options

ALGORITHM
An enumerated type with values of: NONE, DRIFT, TREND, DRIFTNTREND, or FORMULA, which influences the type of regression that will be run for the test.NONE - Random WalkDRIFT - Random Walk with DriftTREND - Random Walk with Linear TrendDRIFTNTREND - Random Walk with Drift and TrendDRIFTNTREND & MAXLAGS - Random Walk with Drift and Trend and auxiliary lagsFORMULA & MAXLAGS - Random Walk with roll-your-own on Drift and Trend; plus auxiliary lags
DRIFT_TREND_FORMULA
A Teradata formula string that stores the formula used to represent the drift and trend portions of the regression. The formula is only valid when used in conjunction with ALGORITHM (FORMULA). It uses the Teradata formula syntax and is expected to be of the form: b_1 + b_2X_1 + b_3X_1^2 + … etc; which the UAF function interprets as: : b_1 + b_2t + b_3t^2 + … etc
MAXLAGS
The presence of the MAXLAGS parameter means the data scientist wishes to run the augmented Dickey-Fuller test. This is the maximum number of lags that will be used to form the regression equation.
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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This section outlines the syntax associated with invoking the TD_DICKEY_FULLER function. The function takes in a single logical-runtime series as an input. The series is only permitted to have univariate elements.

Output Ports

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output of TD_DICKEY_FULLER

Nodes

Extensions

Links

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On NodePit since: 2023-12-01
Last update: 2024-11-21
Created with KNIME version: v4.7.0

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