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.

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