TD_​FITMETRICS

The TD_FIT_METRICS function performs several calculations, using as its input: the original series; the series predicted from the model; the original series mean; and, the residuals left over from a modeling fit exercise. The purpose of the generated metrics is to enable the data scientist to judge the 'Goodness of Fit' afforded by the modeling fit exercise.

Options

FSTAT
Flag indicating whether to calculate an F-Statistic for the regression.
SIGNIFICANCE_LEVEL
This parameter is only valid when FSTAT(1). The chosen level of significance: 0 < SIGNIFICANCE_LEVEL < 0
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.
VAR_COUNT
An integer indicating how many explanatory variables (N), including the constant, are to be assumed while calculating the various fit-related metrics.

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_FIT_METRICS function. This function can accept either a single multivariate series as an input, or alternatively can accept an ART table containing the residual results from a previously run regression operation. For the case in which the input is a single multivariate series, the fields in the SERIES_SPEC(PAYLOAD(FIELDS(). CONTENT(MULTIVAR_REAL)) must consists of: First field referenced is the original series value; Second field referenced is the calculated series value produced by the model; Third field is the calculated residual: original_value minus calculated_valueFor the scenario in which the residuals reside within the tertiary result set associated with an ART table, then the caller merely needs to pass in the TABLE_NAME identify the ART containing the residuals - the DBS software will perform the extraction of the original series, calculated series, and residuals as part of the execution of this function.

Output Ports

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output of TD_FITMETRICS

Nodes

Extensions

Links