A supporting function for TS_AUTO_ARIMA. Retrieves the forecasted standard
error values for the original input series produced by TS_AUTO_ARIMA.
Syntax
TS_AUTO_ARIMA_RESULT_FORECAST_ERROR(auto_arima_result,
forecast_element_number)
Licensing prerequisites
Available only with RAP – The Trading Edition Enterprise.
Parameters
-
auto_arima_result –
A varbinary result generated by TS_AUTO_ARIMA.
-
forecast_element_number –
An integer constant expression value. The permitted range
is 1 to n_predictions.
Usage
Returns a double-precision floating point value for the standard
error of the specified forecasted element. The implicit time value
for this forecasted error value is the last time value in the input time_values passed
to TS_AUTO_ARIMA, plus the
specified forecast_element_number.
IMSL mapping
Maps to the IMSLS_OUTLIER_FORECAST 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