Scalar time series and forecasting UDF functions support the TS_GARCH and TS_AUTO_ARIMA aggregate functions. TS_GARCH and TS_AUTO_ARIMA each produce a binary composite, but also accept binary inputs. The TS_INT_ARRAY function provides inputs for TS_AUTO_ARIMA and TS_AUTO_ARIMA_OUTLIER; the TS_DOUBLE_ARRAY function provides inputs for TS_GARCH. The other scalar functions return individual scalar result values from the aggregate functions. The supporting scalar functions map the parameters of the TS_GARCH and TS_AUTO_ARIMA functions to the parameters of the C functions contained in the external IMSL libraries.
The following scalar functions support the TS_GARCH aggregate function.
|
Time series functions |
Parameters |
|---|---|
|
TS_DOUBLE_ARRAY |
(xguess1, xguess2, [ … [ , xguess10] …] ]) |
|
TS_GARCH_RESULT_A |
(ts_garch_result) |
|
TS_GARCH_RESULT_AIC |
(ts_garch_result) |
|
TS_GARCH_RESULT_USER |
(ts_garch_result, model_element_number) |
The following scalar functions support the TS_AUTO_ARIMA aggregate function:
|
Time series functions |
Parameters |
|---|---|
|
TS_INT_ARRAY |
(int1, int2, int3, int4, [ … [ , int10] …] ]) |
|
TS_AUTO_ARIMA_ RESULT_AIC |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_AICC |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_BIC |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_FORECAST_VALUE |
(auto_arima_result,model_element_number) |
|
TS_AUTO_ARIMA_ RESULT_FORECAST_ERROR |
(auto_arima_result,forecast_element_number) |
|
TS_AUTO_ARIMA_ RESULT_MODEL_P |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_MODEL_Q |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_MODEL_S |
(auto_arima_result) |
|
TS_AUTO_ARIMA_ RESULT_MODEL_D |
(auto_arima_result) |
|
TS_AUTO_ARIMA_RESULT_RESIDUAL_SIGMA |
(auto_arima_result) |
The following scalar function supports the TS_AUTO_ARIMA_OUTLIER aggregate function: