TS_ARMA_CONST Function [Aggregate]

Syntax

TS_ARMA_CONST (timeseries_expression, method)

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.
• method – an integer that identifies the type of procedure used to compute estimates. 0 (the default value) = method of least squares; 1 = method of moments.
• window-spec – TS_ARMA_CONST is an OLAP function requiring an OVER () clause.

Usage

This time series function returns a double-precision floating-point value containing the constant estimate produced by the function. TS_ARMA_CONST calls the function imsls_d_arma in the IMSL libraries.

IMSL mapping

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

params = imsls_d_arma(n_objs, z, p, q, IMSLS_CONSTANT, method_id, 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.
• methodID – maps to the method argument of TS_ARMA_CONST.

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

Example 1

This example shows a SQL statement containing the TS_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. See DATASET example input data.

SELECT TS_ARMA_CONST(data,0) 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:

Example 2

select ts_arma_ar(data,1,1,0) over (order by rownum rows between unbounded preceding and unbounded following) as ar_param, ts_arma_ma(data,1,1,0) over (order by rownum rows between unbounded preceding and unbounded following) as ma_param, ts_arma_const(data,0) over (order by rownum rows between unbounded preceding and unbounded following) as const_param FROM DATASET

Sybase IQ returns 50 rows of data, each containing the same three values:

Standards and compatibility

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

See also

System Administration Guide: Volume 2 > Using OLAP

IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library