TD_​WHITES_​GENERAL

The hope in building a univariate or multi-variate regression model is to create a regression model (estimator) that can be characterized as being BLUE: meaning the 'Best Linear Unbiased Estimator'. One of the properties of such an estimator is that the variance should be homoscedastic, meaning that the variance should be constant. Variances that are not constant, are said to be heteroscedastic.. The Whites General (WG) statistical test has an easier implementation and does not require any re-ordering, as the Goldfeld-Quandt test, and is not sensitive to the 'normal distribution assumption', as is the Breusch-Pagan-Godfrey test

Options

SIGNIFICANCE_LEVEL
The significance level used for the test.
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.
VARIABLES_COUNT
An integer indicating how many explanatory variables (N) are referenced within the PAYLOAD() declaration embedded within the original series specification. These N explanatory variable are the variables that are to be fed into the auxiliary regression.

Input Ports

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Connection to a Teradata Database Instance
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This function is executed against the residuals left over after running a regression. These residuals may either reside within an independent table, or may exist in the form of tertiary results resident within an analytical result table. The SERIES_SPEC identifies the location and context associated with the residual series. If the residual series exists as a tertiary result set within an analytical result table, the SERIES_SPEC identifies that location, and the DBS software performs the extraction as part of the execution of this function.

Output Ports

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output of TD_WHITES_GENERAL

Nodes

Extensions

Links

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On NodePit since: 2023-12-01
Last update: 2024-05-02
Created with KNIME version: v4.7.0

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