teradataml 17.20.0.7__py3-none-any.whl → 20.0.0.0__py3-none-any.whl

teradataml/data/docs/uaf/docs_17_20/Portman.py

@@ -1,217 +1,217 @@
-def Portman(data=None, data_filter_expr=None, max_lags=None, test=None, 
-            degrees_freedom=None, pacf_method=None, 
-            significance_level=None, **generic_arguments):
-    """
-    DESCRIPTION:
-        The Portman() function (Portmanteau test) uses a series of tests to
-        determine whether the residuals can be classified as zero mean, no
-        evidence of serial correlation, or the residuals exhibit homoscedastic
-        variance. These residuals are also referred to as white noise. All the
-        tests assume that the calculated statistic follows a chi-squared distribution.
-
-        The following procedure is an example of how to use Portman() function:
-            1. Use ArimaEstimate() function to get residuals from the data set.
-            2. Use ArimaValidate() function to validate the output.
-            3. white noise using the "fitresiduals" output attributed of ArimaValidate() function.
-
-
-    PARAMETERS:
-        data:
-            Required Argument.
-            Specifies a residual univariate series data.
-            Types: TDSeries, TDAnalyticResult
-
-        data_filter_expr:
-            Optional Argument.
-            Specifies the filter expression for "data".
-            Types: ColumnExpression
-
-        max_lags:
-            Required Argument.
-            Specifies the number of explanatory variables referenced in the payload
-            declaration in the original series specification. These
-            explanatory variables are the variables that are used for the
-            auxiliary regression.
-            Types: int
-
-        test:
-            Required Argument.
-            Specifies the Portmanteau test to use.
-            Permitted Values:
-                BP : Box-Pierce Q test. It calculates a test statistic value based
-                     on the square of the auto-correlation coefficients associated
-                     with the residual series. Result is expected to follow a Chi-squared
-                     distribution.
-                LB : Ljung-Box Q test. It calculates a test statistic value based on
-                     the square of the auto-correlation coefficients adjusted by its
-                     asymptotic variance.
-                LM : Li-McLeod Q test. It calculates a test statistic value based
-                     on the square of the auto-correlation coefficients, and does a
-                     conservative adjustment to the value by its asymptotic variance.
-                MQ : Monti Q test. It calculates a test statistic value based on
-                     the square of the partial auto-correlation coefficients which
-                     are then adjusted toward their asymptotic variance.
-                ML : McLeod-Li Q test. It creates a new series from the residual
-                     series by squaring each of the series entries, calculates the
-                     auto-correlation coefficients associated with the new series,
-                     and then calculates a test statistic value based on the square
-                     of those auto-correlation coefficients, adjusted toward their
-                     asymptotic variance.
-
-            Types: str
-
-        degrees_freedom:
-            Required Argument.
-            Specifies the degrees of freedom to be subtracted from "max_lags".
-            Types: int
-
-        pacf_method:
-            Optional Argument.
-            Specifies the underlying algorithm to calculate the partial auto-orrelation
-            coefficients.
-            Note:
-                Applicable to Monti Q test only.
-            Permitted Values: LEVINSON_DURBIN, OLS
-            Types: str
-
-        significance_level:
-            Required Argument.
-            Specifies the desired significance level for the test.
-            Types: float
-
-        **generic_arguments:
-            Specifies the generic keyword arguments of UAF functions.
-            Below are the generic keyword arguments:
-                persist:
-                    Optional Argument.
-                    Specifies whether to persist the results of the
-                    function in a table or not. When set to True,
-                    results are persisted in a table; otherwise,
-                    results are garbage collected at the end of the
-                    session.
-                    Note that, when UAF function is executed, an 
-                    analytic result table (ART) is created.
-                    Default Value: False
-                    Types: bool
-
-                volatile:
-                    Optional Argument.
-                    Specifies whether to put the results of the
-                    function in a volatile ART or not. When set to
-                    True, results are stored in a volatile ART,
-                    otherwise not.
-                    Default Value: False
-                    Types: bool
-
-                output_table_name:
-                    Optional Argument.
-                    Specifies the name of the table to store results. 
-                    If not specified, a unique table name is internally 
-                    generated.
-                    Types: str
-
-                output_db_name:
-                    Optional Argument.
-                    Specifies the name of the database to create output 
-                    table into. If not specified, table is created into 
-                    database specified by the user at the time of context 
-                    creation or configuration parameter. Argument is ignored,
-                    if "output_table_name" is not specified.
-                    Types: str
-
-
-    RETURNS:
-        Instance of Portman.
-        Output teradataml DataFrames can be accessed using attribute 
-        references, such as Portman_obj.<attribute_name>.
-        Output teradataml DataFrame attribute name is:
-            1. result
-
-
-    RAISES:
-        TeradataMlException, TypeError, ValueError
-
-
-    EXAMPLES:
-        # Notes:
-        #     1. Get the connection to Vantage to execute the function.
-        #     2. One must import the required functions mentioned in
-        #        the example from teradataml.
-        #     3. Function will raise error if not supported on the Vantage
-        #        user is connected to.
-
-        # Check the list of available UAF analytic functions.
-        display_analytic_functions(type="UAF")
-
-        # Load the example data.
-        load_example_data("uaf","timeseriesdatasetsd4")
-
-        # Create teradataml DataFrame object.
-        df=DataFrame.from_table("timeseriesdatasetsd4")
-
-        # Create teradataml TDSeries object for ArimaEstimate.
-        series_arimaestimate = TDSeries(data=df,
-                                        id="dataset_id",
-                                        row_index="seqno",
-                                        row_index_style="SEQUENCE",
-                                        payload_field="Magnitude",
-                                        payload_content="REAL")
-
-        # Function outputs a result set that contains the estimated
-        # coefficients with accompanying per-coefficient statistical ratings.
-        arima_estimate = ArimaEstimate(data1=series_arimaestimate,
-                                       nonseasonal_model_order=[1,0,0],
-                                       constant=True,
-                                       algorithm='MLE',
-                                       fit_percentage=70,
-                                       coeff_stats=True,
-                                       fit_metrics=True,
-                                       residuals=True
-                                       )
-
-        # Create teradataml TDAnalyticResult object for ArimaValidate.
-        art_arimavalidate = TDAnalyticResult(data=arima_estimate.result)
-
-        # Function produces a multiple outputs to return up to four result sets.
-        arima_validate=ArimaValidate(data=art_arimavalidate,
-                                     fit_metrics=True,
-                                     residuals=True)
-
-        # Create teradataml TDSeries object for Portman.
-        series_portman = TDSeries(data=arima_validate.fitresiduals,
-                                  id="dataset_id",
-                                  row_index="ROW_I",
-                                  row_index_style="SEQUENCE",
-                                  payload_field="RESIDUAL",
-                                  payload_content="REAL")
-
-        # Example 1 : Calculates a test statistic value based
-        #             on the square of the auto-correlation coefficients
-        #             associated with the residual series using TDSeries.
-        portman1 = Portman(data=series_portman,
-                          max_lags=2,
-                          test='BP',
-                          degrees_freedom=1,
-                          significance_level=0.05)
-
-        # Print the result DataFrame.
-        print(portman1.result)
-
-        # Example 2 : Calculates a test statistic value based
-        #             on the square of the auto-correlation coefficients
-        #             associated with the residual series using TDAnalyticResult.
-
-        # Create teradataml TDAnalyticResult object for Portman.
-        art_portman = TDAnalyticResult(data=arima_validate.result,layer="ARTFITRESIDUALS")
-
-        portman2 = Portman(data=art_portman,
-                          max_lags=2,
-                          test='BP',
-                          degrees_freedom=1,
-                          significance_level=0.05)
-
-        # Print the result DataFrame.
-        print(portman2.result)
-
-    """
+def Portman(data=None, data_filter_expr=None, max_lags=None, test=None, 
+            degrees_freedom=None, pacf_method=None, 
+            significance_level=None, **generic_arguments):
+    """
+    DESCRIPTION:
+        The Portman() function (Portmanteau test) uses a series of tests to
+        determine whether the residuals can be classified as zero mean, no
+        evidence of serial correlation, or the residuals exhibit homoscedastic
+        variance. These residuals are also referred to as white noise. All the
+        tests assume that the calculated statistic follows a chi-squared distribution.
+
+        The following procedure is an example of how to use Portman() function:
+            1. Use ArimaEstimate() function to get residuals from the data set.
+            2. Use ArimaValidate() function to validate the output.
+            3. white noise using the "fitresiduals" output attributed of ArimaValidate() function.
+
+
+    PARAMETERS:
+        data:
+            Required Argument.
+            Specifies a residual univariate series data.
+            Types: TDSeries, TDAnalyticResult
+
+        data_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data".
+            Types: ColumnExpression
+
+        max_lags:
+            Required Argument.
+            Specifies the number of explanatory variables referenced in the payload
+            declaration in the original series specification. These
+            explanatory variables are the variables that are used for the
+            auxiliary regression.
+            Types: int
+
+        test:
+            Required Argument.
+            Specifies the Portmanteau test to use.
+            Permitted Values:
+                BP : Box-Pierce Q test. It calculates a test statistic value based
+                     on the square of the auto-correlation coefficients associated
+                     with the residual series. Result is expected to follow a Chi-squared
+                     distribution.
+                LB : Ljung-Box Q test. It calculates a test statistic value based on
+                     the square of the auto-correlation coefficients adjusted by its
+                     asymptotic variance.
+                LM : Li-McLeod Q test. It calculates a test statistic value based
+                     on the square of the auto-correlation coefficients, and does a
+                     conservative adjustment to the value by its asymptotic variance.
+                MQ : Monti Q test. It calculates a test statistic value based on
+                     the square of the partial auto-correlation coefficients which
+                     are then adjusted toward their asymptotic variance.
+                ML : McLeod-Li Q test. It creates a new series from the residual
+                     series by squaring each of the series entries, calculates the
+                     auto-correlation coefficients associated with the new series,
+                     and then calculates a test statistic value based on the square
+                     of those auto-correlation coefficients, adjusted toward their
+                     asymptotic variance.
+
+            Types: str
+
+        degrees_freedom:
+            Required Argument.
+            Specifies the degrees of freedom to be subtracted from "max_lags".
+            Types: int
+
+        pacf_method:
+            Optional Argument.
+            Specifies the underlying algorithm to calculate the partial auto-orrelation
+            coefficients.
+            Note:
+                Applicable to Monti Q test only.
+            Permitted Values: LEVINSON_DURBIN, OLS
+            Types: str
+
+        significance_level:
+            Required Argument.
+            Specifies the desired significance level for the test.
+            Types: float
+
+        **generic_arguments:
+            Specifies the generic keyword arguments of UAF functions.
+            Below are the generic keyword arguments:
+                persist:
+                    Optional Argument.
+                    Specifies whether to persist the results of the
+                    function in a table or not. When set to True,
+                    results are persisted in a table; otherwise,
+                    results are garbage collected at the end of the
+                    session.
+                    Note that, when UAF function is executed, an 
+                    analytic result table (ART) is created.
+                    Default Value: False
+                    Types: bool
+
+                volatile:
+                    Optional Argument.
+                    Specifies whether to put the results of the
+                    function in a volatile ART or not. When set to
+                    True, results are stored in a volatile ART,
+                    otherwise not.
+                    Default Value: False
+                    Types: bool
+
+                output_table_name:
+                    Optional Argument.
+                    Specifies the name of the table to store results. 
+                    If not specified, a unique table name is internally 
+                    generated.
+                    Types: str
+
+                output_db_name:
+                    Optional Argument.
+                    Specifies the name of the database to create output 
+                    table into. If not specified, table is created into 
+                    database specified by the user at the time of context 
+                    creation or configuration parameter. Argument is ignored,
+                    if "output_table_name" is not specified.
+                    Types: str
+
+
+    RETURNS:
+        Instance of Portman.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as Portman_obj.<attribute_name>.
+        Output teradataml DataFrame attribute name is:
+            1. result
+
+
+    RAISES:
+        TeradataMlException, TypeError, ValueError
+
+
+    EXAMPLES:
+        # Notes:
+        #     1. Get the connection to Vantage to execute the function.
+        #     2. One must import the required functions mentioned in
+        #        the example from teradataml.
+        #     3. Function will raise error if not supported on the Vantage
+        #        user is connected to.
+
+        # Check the list of available UAF analytic functions.
+        display_analytic_functions(type="UAF")
+
+        # Load the example data.
+        load_example_data("uaf","timeseriesdatasetsd4")
+
+        # Create teradataml DataFrame object.
+        df=DataFrame.from_table("timeseriesdatasetsd4")
+
+        # Create teradataml TDSeries object for ArimaEstimate.
+        series_arimaestimate = TDSeries(data=df,
+                                        id="dataset_id",
+                                        row_index="seqno",
+                                        row_index_style="SEQUENCE",
+                                        payload_field="Magnitude",
+                                        payload_content="REAL")
+
+        # Function outputs a result set that contains the estimated
+        # coefficients with accompanying per-coefficient statistical ratings.
+        arima_estimate = ArimaEstimate(data1=series_arimaestimate,
+                                       nonseasonal_model_order=[1,0,0],
+                                       constant=True,
+                                       algorithm='MLE',
+                                       fit_percentage=70,
+                                       coeff_stats=True,
+                                       fit_metrics=True,
+                                       residuals=True
+                                       )
+
+        # Create teradataml TDAnalyticResult object for ArimaValidate.
+        art_arimavalidate = TDAnalyticResult(data=arima_estimate.result)
+
+        # Function produces a multiple outputs to return up to four result sets.
+        arima_validate=ArimaValidate(data=art_arimavalidate,
+                                     fit_metrics=True,
+                                     residuals=True)
+
+        # Create teradataml TDSeries object for Portman.
+        series_portman = TDSeries(data=arima_validate.fitresiduals,
+                                  id="dataset_id",
+                                  row_index="ROW_I",
+                                  row_index_style="SEQUENCE",
+                                  payload_field="RESIDUAL",
+                                  payload_content="REAL")
+
+        # Example 1 : Calculates a test statistic value based
+        #             on the square of the auto-correlation coefficients
+        #             associated with the residual series using TDSeries.
+        portman1 = Portman(data=series_portman,
+                          max_lags=2,
+                          test='BP',
+                          degrees_freedom=1,
+                          significance_level=0.05)
+
+        # Print the result DataFrame.
+        print(portman1.result)
+
+        # Example 2 : Calculates a test statistic value based
+        #             on the square of the auto-correlation coefficients
+        #             associated with the residual series using TDAnalyticResult.
+
+        # Create teradataml TDAnalyticResult object for Portman.
+        art_portman = TDAnalyticResult(data=arima_validate.result,layer="ARTFITRESIDUALS")
+
+        portman2 = Portman(data=art_portman,
+                          max_lags=2,
+                          test='BP',
+                          degrees_freedom=1,
+                          significance_level=0.05)
+
+        # Print the result DataFrame.
+        print(portman2.result)
+
+    """