Time series and forecasting functions are aggregate functions (see “Aggregate functions”) designed exclusively for financial time series analysis.
Time series and forecasting capability is available
only with RAP – The Trading Edition™ Enterprise.
Time series functions |
Parameters |
|---|---|
ts_arma_ar |
(timeseries_expression, ar_count, ar_elem, method) |
ts_arma_const |
(timeseries_expression, method) |
ts_arma_ma |
(timeseries_expression, ma_count, ma_elem, method) |
ts_autocorrelation |
(timeseries_expression, lagmax, lag_elem) |
ts_auto_uni_ar |
(timeseries_expression, ar_count, ar_elem, method) |
ts_box_cox_XFORM |
(timeseries_expression, power [, shift [, inverse] ]) |
ts_difference |
(timeseries_expression, period1 [, period2 [, ...period 10] ]) |
ts_estimate_missing |
(timeseries_expression, method) |
ts_lack_of_fit |
(timeseries_expression, p_value, q_value, lagmax, [tolerance]) |
ts_lack_of_fit_p |
(timeseries_expression, p_value, q_value, lagmax, [tolerance]) |
ts_max_arma_ar |
(timeseries_expression, ar_count, ar_elem) |
ts_max_arma_const |
(timeseries_expression) |
ts_max_arma_ma |
(timeseries_expression, ma_count, ma_elem) |
ts_max_arma_likelihood |
(timeseries_expression) |
ts_outlier_identification |
(timeseries_expression, p_value, q_value, s_value, d_value, [, delta_value[, critical_value]]) |
ts_partial_autocorrelation |
(timeseries_expression, lagmax, lag_elem) |
ts_vwap |
(price_expression, volume_expression) |
