teradataml 17.20.0.7__py3-none-any.whl → 20.0.0.1__py3-none-any.whl

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

@@ -1,370 +1,370 @@
-def ArimaEstimate(data1=None, data1_filter_expr=None, data2=None, 
-                  data2_filter_expr=None, nonseasonal_model_order=None,
-                  seasonal_model_order=None, seasonal_period=None, 
-                  lags_ar=None, lags_sar=None, lags_ma=None, lags_sma=None,
-                  init=None, fixed=None, constant=False, algorithm=None,
-                  max_iterations=100, coeff_stats=False, fit_percentage=100,
-                  fit_metrics=False, residuals=False, 
-                  input_fmt_input_mode=None, 
-                  output_fmt_index_style="NUMERICAL_SEQUENCE", 
-                  **generic_arguments):
-    """
-    DESCRIPTION:
-        The ArimaEstimate() function estimates the coefficients corresponding to an
-        ARIMA (AutoRegressive Integrated Moving Average) model, and to
-        fit a series with an existing ARIMA model. The function can also
-        provide the "goodness of fit" and the residuals of the fitting operation.
-        The function generates model layer used as input for the ArimaValidate() 
-        and ArimaForecast() functions. This function is for univariate series.
-
-        The ArimaEstimate() function takes one or two inputs, the second input is optional.
-        The first input is a time series. The second input references
-        the model context. When only one input is passed in, the ArimaEstimate() 
-        function operates in a coefficient estimate mode. When two inputs are passed in,
-        ArimaEstimate() function operates in a model apply mode. When the second input
-        is passed in, user must include an input format mode argument.
-        
-        User can use the "fit_percentage" argument to pass a portion of the data,
-        such as 80%, to the ArimaEstimate() function. The ART produced
-        includes the ARTVALDATA layer which contains the remaining 20%,
-        and can be used with ArimaValidate() function for the validation exercise.
-        
-        The following functions are run after ArimaEstimate() function to determine
-        if the residuals are zero mean, have no serial correlation or exhibit
-        homoscedastic variance:
-            * CumulPeriodogram
-            * HoltWintersForecaster
-            * SignifPeriodicities
-            * SimpleExp
-        
-        The following procedure is an example of how to use ArimaEstimate() function:
-            1. Run the ArimaEstimate() function to get the coefficients
-               for the ARIMA model.
-            2. [Optional] Run ArimaValidate() function to validate the
-               'goodness of fit' of the ARIMA model, when "fit_percentage" argument value
-               is not 100 in ArimaEstimate() function.
-            3. Run the ArimaForecast() function with input from step 1
-               or step 2 to forecast the future periods beyond the last
-               observed period.
-        Notes:
-            The following arguments are ignored when using two input files:
-                * algorithm
-                * constant
-                * fixed
-                * init
-                * lags_ar
-                * lags_sar
-                * lags_ma
-                * lags_sma
-                * nonseasonal_model_order
-                * seasonal_model_order
-                * seasonal_period
-            However, "algorithm", "constant", and "nonseasonal_model_order" arguments
-            must be included in the ArimaEstimate() function, as they are mandatory.
-
-
-    PARAMETERS:
-        data1:
-            Required Argument.          
-            Specifies the input time series whose payload content is 'REAL'.
-            Types: TDSeries
-
-        data1_filter_expr:
-            Optional Argument.
-            Specifies the filter expression for "data1".
-            Types: ColumnExpression
-
-        data2:
-            Optional Argument.
-            Specifies the TDSeries or TDAnalyticResult object created
-            over the output of ArimaEstimate() function.
-            Notes:
-                When the "data2" is passed, user must include
-                "input_fmt_input_mode" argument with the following behavior:
-                    * MATCH: If no matching identifiers are found, then an
-                      empty dataframe is returned.
-                    * MANY2ONE or ONE2ONE: If the "data1" input is an empty
-                      time series, then the function returns an empty result 
-                      dataframe. If the "data2" input is an empty series, 
-                      then an error is returned from the function.
-            Types: TDSeries, TDAnalyticResult
-
-        data2_filter_expr:
-            Optional Argument.
-            Specifies the filter expression for "data2".
-            Types: ColumnExpression
-
-        nonseasonal_model_order:
-            Required Argument.
-            Specifies the non-seasonal values for the model. A list 
-            containing three integer values, where each value is greater
-            than or equal to 0:
-                * First value is 'p', the order of the non-seasonal
-                  auto-regression (AR) component.
-                * Second value is 'd', the order of the non-seasonal differences
-                  between consecutive components.
-                * Third value is 'q', the order of the non-seasonal
-                  moving average (MA) component.
-            Types: int, list of int
-
-        seasonal_model_order:
-            Optional Argument.
-            Specifies the seasonal values for the model. A list 
-            containing three integer values, where each value is greater
-            than or equal to 0:
-                * First value is 'P', the order of the seasonal
-                  auto-regression (SAR) component.
-                * Second value is 'D', the order of the seasonal differences between
-                  consecutive components.
-                * Third value is 'Q', the order of the seasonal moving
-                  average (SMA) component.
-            Types: int, list of int
-
-        seasonal_period:
-            Optional Argument.
-            Specifies the number of periods per season.
-            Types: int
-
-        lags_ar:
-            Optional Argument.
-            Specifies the p-length-lag-list is the lag values for the non-seasonal
-            auto-regression component. The position-sensitive list that specifies the lags
-            to be associated with the non-seasonal auto-regressive (AR)
-            regression terms. Default is length of "nonseasonal_model_order" ([1,2,3,...p]).
-            Types: int, list of int
-
-        lags_sar:
-            Optional Argument.
-            Specifies the P-length-lag-list is the seasonal auto-regression components.
-            the position-sensitive list that specifies the lags 
-            associated with the seasonal auto-regressive (SAR) terms.
-            Default is length of "seasonal_model_order" ([1xS, 2xS, ...., PxS]). 
-            Types: int, list of int
-
-        lags_ma:
-            Optional Argument.
-            Specifies The q-length-lag-list is the values for the moving average
-            component. The position-sensitive list that specifies the lags associated
-            with the moving average (MA) terms. Default is length
-            of "nonseasonal_model_order" ([1,2,3,...q]).
-            Types: int, list of int
-
-        lags_sma:
-            Optional Argument.
-            Specifies the Q-length-lag-list is the values for the seasonal
-            moving average component. The position-sensitive list that specifies
-            the lags associated with the seasonal moving average (SMA) terms. Default
-            is length of "seasonal_model_order" ([1xS, 2xS, ..., PxS]). 
-            Types: int, list of int
-
-        init:
-            Optional Argument.
-            Specifies the position-sensitive list that specifies the 
-            initial values to be associated with the 'p' non-seasonal
-            AR regression coefficients, followed by the 'q'
-            non-seasonal MA coefficients, the 'P' seasonal SAR
-            regression coefficients and the 'Q' SMA coefficients.
-            
-            If an intercept is needed, one more value is added
-            at the end to specify the intercept coefficient initial
-            value, then the formula is as follows:
-                p+q+P+Q+constant
-            Types: float, list of float
-
-        fixed:
-            Optional Argument.
-            Specifies the position-sensitive list that specifies the 
-            fixed values to be associated with the 'p' non-seasonal
-            AR regression coefficients, followed by the 'q'
-            non-seasonal MA coefficients, the 'P' seasonal 
-            SAR regression coefficients and the 'Q' SMA coefficients.
-            
-            If an intercept is needed, one more value is added
-            at the end to specify the intercept coefficient initial
-            value, then the formula is as follows:
-                p+q+P+Q+constant
-            Types: float, list of float
-
-        constant:
-            Optional Argument.
-            Specifies whether to calculate an intercept. When set to False, function
-            does not calculate the intercept, otherwise calculates intercept.
-            Default Value: False
-            Types: bool
-
-        algorithm:
-            Required Argument.
-            Specifies the approach used to estimate the coefficients.
-            Permitted Values:
-                * OLE: Use the sum of ordinary least squares approach.
-                  Then, "fixed" and "init" are disabled.
-                * MLE: Use maximum likelihood approach.
-                * CSS_MLE: Use the conditional sum-of-squares to 
-                  determine a start value and then do maximum likelihood.
-                * CSS:  Use conditional sum-of-squares approach.
-            Types: str
-
-        max_iterations:
-            Optional Argument.
-            Specifies the limit on the maximum number of iterations to 
-            estimate the ARIMA argument.
-            Notes:
-                * Applicable only when "algorithm" is set to 'MLE' processing.
-                * If not present, then default is 100 iterations.
-            Default Value: 100
-            Types: int
-
-        coeff_stats:
-            Optional Argument.
-            Specifies whether to return coefficient statistical columns
-            TSTAT_VALUE and TSTAT_PROB. When set to True, function
-            returns the columns, otherwise not. 
-            Default Value: False
-            Types: bool
-
-        fit_percentage:
-            Optional Argument.
-            Specifies the percentage of passed in sample points that
-            are used for the model fitting and parameter estimation.
-            Default Value: 100
-            Types: int
-
-        fit_metrics:
-            Optional Argument.
-            Specifies whether to generate the model metadata statistics.
-            The generated result set can be retrieved using the attribute
-            'fitmetadata' of the function output. When set to True,
-            function generate the model metadata statistics,
-            otherwise not.
-            Default Value: False
-            Types: bool
-
-        residuals:
-            Optional Argument.
-            Specifies whether to generate the residuals data.
-            The generated residuals result can be viewed using
-            the 'fitresiduals' attribute on the function output.
-            When set to False, function does not generate the residual
-            data, otherwise generates it.
-            Default Value: False
-            Types: bool
-
-        input_fmt_input_mode:
-            Optional Argument.
-            Specifies the input mode supported by the function.
-            Note:
-                The "input_fmt_input_mode" argument is supported, when both
-                "data1" and "data2" are passed.
-            Permitted Values: MANY2ONE, ONE2ONE, MATCH
-            Types: str
-
-        output_fmt_index_style:
-            Optional Argument.
-            Specifies the index style of the output format.
-            Permitted Values: NUMERICAL_SEQUENCE, FLOW_THROUGH
-            Default Value: NUMERICAL_SEQUENCE
-            Types: str
-
-        **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 argument. Argument is ignored,
-                    if "output_table_name" is not specified.
-                    Types: str
-
-
-    RETURNS:
-        Instance of ArimaEstimate.
-        Output teradataml DataFrames can be accessed using attribute 
-        references, such as ArimaEstimate_obj.<attribute_name>.
-        Output teradataml DataFrame attribute names are:
-            1. result
-            2. fitmetadata - Available when "model_stats" is set to True, otherwise not.
-            3. fitresiduals - Available when "residuals" is set to True, otherwise not.
-            4. model
-            5. valdata
-
-
-    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", ["stock_data"])
-
-        # Create teradataml DataFrame object.
-        data = DataFrame.from_table("stock_data")
-
-        # Example 1 : Execute ArimaEstimate() function to estimate the coefficients
-        #             and statistical ratings corresponding to an ARIMA model.
-        # Create teradataml TDSeries object.
-        data_series_df = TDSeries(data=data,
-                                  id="data_set_id",
-                                  row_index="seq_no",
-                                  row_index_style="SEQUENCE",
-                                  payload_field="magnitude",
-                                  payload_content="REAL")
-
-        # Execute ArimaEstimate function.
-        uaf_out = ArimaEstimate(data1=data_series_df,
-                                nonseasonal_model_order=[2,0,0],
-                                constant=False,
-                                algorithm="OLE",
-                                coeff_stats=True,
-                                fit_metrics=True,
-                                residuals=True,
-                                fit_percentage=80)
-
-        # Print the result DataFrames.
-        print(uaf_out.result)
-        print(uaf_out.fitmetadata)
-        print(uaf_out.fitresiduals)
-        print(uaf_out.model)
-        print(uaf_out.valdata)
-
-    """
+def ArimaEstimate(data1=None, data1_filter_expr=None, data2=None, 
+                  data2_filter_expr=None, nonseasonal_model_order=None,
+                  seasonal_model_order=None, seasonal_period=None, 
+                  lags_ar=None, lags_sar=None, lags_ma=None, lags_sma=None,
+                  init=None, fixed=None, constant=False, algorithm=None,
+                  max_iterations=100, coeff_stats=False, fit_percentage=100,
+                  fit_metrics=False, residuals=False, 
+                  input_fmt_input_mode=None, 
+                  output_fmt_index_style="NUMERICAL_SEQUENCE", 
+                  **generic_arguments):
+    """
+    DESCRIPTION:
+        The ArimaEstimate() function estimates the coefficients corresponding to an
+        ARIMA (AutoRegressive Integrated Moving Average) model, and to
+        fit a series with an existing ARIMA model. The function can also
+        provide the "goodness of fit" and the residuals of the fitting operation.
+        The function generates model layer used as input for the ArimaValidate() 
+        and ArimaForecast() functions. This function is for univariate series.
+
+        The ArimaEstimate() function takes one or two inputs, the second input is optional.
+        The first input is a time series. The second input references
+        the model context. When only one input is passed in, the ArimaEstimate() 
+        function operates in a coefficient estimate mode. When two inputs are passed in,
+        ArimaEstimate() function operates in a model apply mode. When the second input
+        is passed in, user must include an input format mode argument.
+        
+        User can use the "fit_percentage" argument to pass a portion of the data,
+        such as 80%, to the ArimaEstimate() function. The ART produced
+        includes the ARTVALDATA layer which contains the remaining 20%,
+        and can be used with ArimaValidate() function for the validation exercise.
+        
+        The following functions are run after ArimaEstimate() function to determine
+        if the residuals are zero mean, have no serial correlation or exhibit
+        homoscedastic variance:
+            * CumulPeriodogram
+            * HoltWintersForecaster
+            * SignifPeriodicities
+            * SimpleExp
+        
+        The following procedure is an example of how to use ArimaEstimate() function:
+            1. Run the ArimaEstimate() function to get the coefficients
+               for the ARIMA model.
+            2. [Optional] Run ArimaValidate() function to validate the
+               'goodness of fit' of the ARIMA model, when "fit_percentage" argument value
+               is not 100 in ArimaEstimate() function.
+            3. Run the ArimaForecast() function with input from step 1
+               or step 2 to forecast the future periods beyond the last
+               observed period.
+        Notes:
+            The following arguments are ignored when using two input files:
+                * algorithm
+                * constant
+                * fixed
+                * init
+                * lags_ar
+                * lags_sar
+                * lags_ma
+                * lags_sma
+                * nonseasonal_model_order
+                * seasonal_model_order
+                * seasonal_period
+            However, "algorithm", "constant", and "nonseasonal_model_order" arguments
+            must be included in the ArimaEstimate() function, as they are mandatory.
+
+
+    PARAMETERS:
+        data1:
+            Required Argument.          
+            Specifies the input time series whose payload content is 'REAL'.
+            Types: TDSeries
+
+        data1_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data1".
+            Types: ColumnExpression
+
+        data2:
+            Optional Argument.
+            Specifies the TDSeries or TDAnalyticResult object created
+            over the output of ArimaEstimate() function.
+            Notes:
+                When the "data2" is passed, user must include
+                "input_fmt_input_mode" argument with the following behavior:
+                    * MATCH: If no matching identifiers are found, then an
+                      empty dataframe is returned.
+                    * MANY2ONE or ONE2ONE: If the "data1" input is an empty
+                      time series, then the function returns an empty result 
+                      dataframe. If the "data2" input is an empty series, 
+                      then an error is returned from the function.
+            Types: TDSeries, TDAnalyticResult
+
+        data2_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data2".
+            Types: ColumnExpression
+
+        nonseasonal_model_order:
+            Required Argument.
+            Specifies the non-seasonal values for the model. A list 
+            containing three integer values, where each value is greater
+            than or equal to 0:
+                * First value is 'p', the order of the non-seasonal
+                  auto-regression (AR) component.
+                * Second value is 'd', the order of the non-seasonal differences
+                  between consecutive components.
+                * Third value is 'q', the order of the non-seasonal
+                  moving average (MA) component.
+            Types: int, list of int
+
+        seasonal_model_order:
+            Optional Argument.
+            Specifies the seasonal values for the model. A list 
+            containing three integer values, where each value is greater
+            than or equal to 0:
+                * First value is 'P', the order of the seasonal
+                  auto-regression (SAR) component.
+                * Second value is 'D', the order of the seasonal differences between
+                  consecutive components.
+                * Third value is 'Q', the order of the seasonal moving
+                  average (SMA) component.
+            Types: int, list of int
+
+        seasonal_period:
+            Optional Argument.
+            Specifies the number of periods per season.
+            Types: int
+
+        lags_ar:
+            Optional Argument.
+            Specifies the p-length-lag-list is the lag values for the non-seasonal
+            auto-regression component. The position-sensitive list that specifies the lags
+            to be associated with the non-seasonal auto-regressive (AR)
+            regression terms. Default is length of "nonseasonal_model_order" ([1,2,3,...p]).
+            Types: int, list of int
+
+        lags_sar:
+            Optional Argument.
+            Specifies the P-length-lag-list is the seasonal auto-regression components.
+            the position-sensitive list that specifies the lags 
+            associated with the seasonal auto-regressive (SAR) terms.
+            Default is length of "seasonal_model_order" ([1xS, 2xS, ...., PxS]). 
+            Types: int, list of int
+
+        lags_ma:
+            Optional Argument.
+            Specifies The q-length-lag-list is the values for the moving average
+            component. The position-sensitive list that specifies the lags associated
+            with the moving average (MA) terms. Default is length
+            of "nonseasonal_model_order" ([1,2,3,...q]).
+            Types: int, list of int
+
+        lags_sma:
+            Optional Argument.
+            Specifies the Q-length-lag-list is the values for the seasonal
+            moving average component. The position-sensitive list that specifies
+            the lags associated with the seasonal moving average (SMA) terms. Default
+            is length of "seasonal_model_order" ([1xS, 2xS, ..., PxS]). 
+            Types: int, list of int
+
+        init:
+            Optional Argument.
+            Specifies the position-sensitive list that specifies the 
+            initial values to be associated with the 'p' non-seasonal
+            AR regression coefficients, followed by the 'q'
+            non-seasonal MA coefficients, the 'P' seasonal SAR
+            regression coefficients and the 'Q' SMA coefficients.
+            
+            If an intercept is needed, one more value is added
+            at the end to specify the intercept coefficient initial
+            value, then the formula is as follows:
+                p+q+P+Q+constant
+            Types: float, list of float
+
+        fixed:
+            Optional Argument.
+            Specifies the position-sensitive list that specifies the 
+            fixed values to be associated with the 'p' non-seasonal
+            AR regression coefficients, followed by the 'q'
+            non-seasonal MA coefficients, the 'P' seasonal 
+            SAR regression coefficients and the 'Q' SMA coefficients.
+            
+            If an intercept is needed, one more value is added
+            at the end to specify the intercept coefficient initial
+            value, then the formula is as follows:
+                p+q+P+Q+constant
+            Types: float, list of float
+
+        constant:
+            Optional Argument.
+            Specifies whether to calculate an intercept. When set to False, function
+            does not calculate the intercept, otherwise calculates intercept.
+            Default Value: False
+            Types: bool
+
+        algorithm:
+            Required Argument.
+            Specifies the approach used to estimate the coefficients.
+            Permitted Values:
+                * OLE: Use the sum of ordinary least squares approach.
+                  Then, "fixed" and "init" are disabled.
+                * MLE: Use maximum likelihood approach.
+                * CSS_MLE: Use the conditional sum-of-squares to 
+                  determine a start value and then do maximum likelihood.
+                * CSS:  Use conditional sum-of-squares approach.
+            Types: str
+
+        max_iterations:
+            Optional Argument.
+            Specifies the limit on the maximum number of iterations to 
+            estimate the ARIMA argument.
+            Notes:
+                * Applicable only when "algorithm" is set to 'MLE' processing.
+                * If not present, then default is 100 iterations.
+            Default Value: 100
+            Types: int
+
+        coeff_stats:
+            Optional Argument.
+            Specifies whether to return coefficient statistical columns
+            TSTAT_VALUE and TSTAT_PROB. When set to True, function
+            returns the columns, otherwise not. 
+            Default Value: False
+            Types: bool
+
+        fit_percentage:
+            Optional Argument.
+            Specifies the percentage of passed in sample points that
+            are used for the model fitting and parameter estimation.
+            Default Value: 100
+            Types: int
+
+        fit_metrics:
+            Optional Argument.
+            Specifies whether to generate the model metadata statistics.
+            The generated result set can be retrieved using the attribute
+            'fitmetadata' of the function output. When set to True,
+            function generate the model metadata statistics,
+            otherwise not.
+            Default Value: False
+            Types: bool
+
+        residuals:
+            Optional Argument.
+            Specifies whether to generate the residuals data.
+            The generated residuals result can be viewed using
+            the 'fitresiduals' attribute on the function output.
+            When set to False, function does not generate the residual
+            data, otherwise generates it.
+            Default Value: False
+            Types: bool
+
+        input_fmt_input_mode:
+            Optional Argument.
+            Specifies the input mode supported by the function.
+            Note:
+                The "input_fmt_input_mode" argument is supported, when both
+                "data1" and "data2" are passed.
+            Permitted Values: MANY2ONE, ONE2ONE, MATCH
+            Types: str
+
+        output_fmt_index_style:
+            Optional Argument.
+            Specifies the index style of the output format.
+            Permitted Values: NUMERICAL_SEQUENCE, FLOW_THROUGH
+            Default Value: NUMERICAL_SEQUENCE
+            Types: str
+
+        **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 argument. Argument is ignored,
+                    if "output_table_name" is not specified.
+                    Types: str
+
+
+    RETURNS:
+        Instance of ArimaEstimate.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as ArimaEstimate_obj.<attribute_name>.
+        Output teradataml DataFrame attribute names are:
+            1. result
+            2. fitmetadata - Available when "model_stats" is set to True, otherwise not.
+            3. fitresiduals - Available when "residuals" is set to True, otherwise not.
+            4. model
+            5. valdata
+
+
+    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", ["stock_data"])
+
+        # Create teradataml DataFrame object.
+        data = DataFrame.from_table("stock_data")
+
+        # Example 1 : Execute ArimaEstimate() function to estimate the coefficients
+        #             and statistical ratings corresponding to an ARIMA model.
+        # Create teradataml TDSeries object.
+        data_series_df = TDSeries(data=data,
+                                  id="data_set_id",
+                                  row_index="seq_no",
+                                  row_index_style="SEQUENCE",
+                                  payload_field="magnitude",
+                                  payload_content="REAL")
+
+        # Execute ArimaEstimate function.
+        uaf_out = ArimaEstimate(data1=data_series_df,
+                                nonseasonal_model_order=[2,0,0],
+                                constant=False,
+                                algorithm="OLE",
+                                coeff_stats=True,
+                                fit_metrics=True,
+                                residuals=True,
+                                fit_percentage=80)
+
+        # Print the result DataFrames.
+        print(uaf_out.result)
+        print(uaf_out.fitmetadata)
+        print(uaf_out.fitresiduals)
+        print(uaf_out.model)
+        print(uaf_out.valdata)
+
+    """