Performs the lack-of-fit test for a univariate time series. This function is identical to “TS_LACK_OF_FIT function [Time Series]”, except that it returns the p-value of q, rather than returning q.
TS_LACK_OF_FIT_P (timeseries_expression, p_value, q_value, lagmax, [tolerance])
OVER (window-spec)
This function is available only with RAP – The Trading Edition Enterprise. See
the Time Series Guide for detailed information on this function.