TS_MAX_ARMA_CONST Function [Aggregate]

Syntax

TS_MAX_ARMA_CONST (timeseries_expression)

OVER (window-spec)

Licensing Prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

• timeseries_expression – a numeric expression, generally a column name, containing an element in a time series.
• window-spec – TS_MAX_ARMA_CONST is an OLAP function requiring an OVER () clause.

Usage

This function returns a double-precision floating-point value containing the constant estimate. TS_MAX_ARMA_CONST calls the function imsls_d_arma in the IMSL libraries.

IMSL Mapping

The arguments of TS_MAX_ARMA_CONST map to the IMSL library function imsls_d_arma as follows:

params = imsls_d_max_arma(n_objs, z, p, q, 0);

• n_objs – contains the number of rows in the current window frame.
• z[] – contains the value of timeseries_expression for the current window frame.
• p – = 1.
• q – = 1.

For detailed information on how the IMSL function imsls_d_arma performs time series calculations, see IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library.

Example

This example shows a SQL statement containing the TS_MAX_ARMA_CONST function and the data values returned by the function. This example uses the example input data table (called DATASET) as its input data.

select ts_max_arma_const(data) over (order by rownum rows between unbounded preceding and unbounded following) as res FROM DATASET

Sybase IQ returns 50 rows, each containing the same value:

Standards and Compatibility

• SQL – ISO/ANSI SQL compliant
• Sybase – not compatible with SQL Anywhere or Adaptive Server Enterprise