TD_ARIMAESTIMATE

ARIMAESTIMATE function performs parameter estimation for both seasonal and non-seasonal AR (auto-regressive), MA (moving-average), combined ARMA, as ARIMA models. It supports the seasonally extended Box and Jenkins ARIMA model formula. Both 'continuous' and 'non-continuous' AR and MA models are supported - where 'continuous' means that the associated 'lags' are continuous, and non-continuous means the associated lags are non-continuous.

Input ports

1. Type: DB Session
   Teradata Connection
   Connection to a Teradata Database Instance
2. Type: Table
   Input
   Passed in a logical univariate series, this function estimates the coefficients corresponding to the ARMA model
3. Type: Table
   Input2
   Passed in a logical univariate series, this function estimates the coefficients corresponding to the ARMA model

Output ports

1. Type: Table
   output of TD_ARIMAESTIMATE
   output of TD_ARIMAESTIMATE