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.

Input ports

1. Type: DB Session
   Teradata Connection
   Connection to a Teradata Database Instance
2. Type: Table
   Input
   Passed in an art table in ART_SPEC without specifying layer

Output ports

1. Type: Table
   output of TD_ARIMAVALIDATE
   output of TD_ARIMAVALIDATE