A supporting function for the TS_AUTO_ARIMA. Retrieves the residual standard
error of the outlier-free data points.
Syntax
TS_AUTO_ARIMA_RESULT_RESIDUAL_SIGMA (auto_arima_result)
Licensing Prerequisites
Available only with RAP – The Trading Edition Enterprise.
Parameters
- auto_arima_result – a varbinary result generated by TS_AUTO_ARIMA.
Usage
Returns the residual standard error output parameter.
IMSL Mapping
Maps to the IMSLS_RESIDUAL_SIGMA argument
of imsls_d_auto_arima.
Example
See the example for TS_AUTO_ARIMA.
Standards and Compatibility
- SQL – ISO/ANSI SQL compliant
- Sybase – not compatible with SQL Anywhere or Adaptive Server Enterprise