Aggregate Time Series Function Parameters

This table lists the parameters of each aggregate time series function.

Aggregate time series functions

Time series functions

Parameters

TS_ARMA_AR

(timeseries_expression , ar_count, ar_elem, method)

TS_ARMA_CONST

(timeseries_expression , method)

TS_ARMA_MA

(timeseries_expression , ma_count, ma_elem, method)

TS_AUTOCORRELATION

(timeseries_expression , lagmax, lag_elem)

TS_AUTO_ARIMA

(time_value, timeseries_expression [,max_lag [,critical [,epsilon [,criterion [,confidence [,model [,n_predictions]]]]]]])

TS_AUTO_ARIMA_OUTLIER

(time_value, timeseries_expression [,max_lag [,critical [,epsilon [,criterion [,confidence [,model [,delta]]]]]]])

TS_AUTO_UNI_AR

(timeseries_expression , ar_count, ar_elem, method)

TS_BOX_COX_XFORM

(timeseries_expression , power [, shift [, inverse] ])

TS_DIFFERENCE

(timeseries_expression , period1 [, period2 [, ...period 10] ])

TS_ESTIMATE_MISSING

(timeseries_expression , method)

TS_GARCH

(timeseries_expression, garch_count, arch_count, xguess_binary_encoding, [max_sigma])

TS_LACK_OF_FIT

(timeseries_expression , p_value, q_value, lagmax, [tolerance])

TS_LACK_OF_FIT_P

(timeseries_expression , p_value, q_value, lagmax, [tolerance])

TS_MAX_ARMA_AR

(timeseries_expression , ar_count, ar_elem)

TS_MAX_ARMA_CONST

(timeseries_expression )

TS_MAX_ARMA_MA

(timeseries_expression , ma_count, ma_elem )

TS_MAX_ARMA_LIKELIHOOD

(timeseries_expression )