25.10.2016 Views

SAP HANA Predictive Analysis Library (PAL)

sap_hana_predictive_analysis_library_pal_en

sap_hana_predictive_analysis_library_pal_en

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Name Data Type Default Value Description Dependency<br />

CH_SIGNIFI­<br />

CANCE_LEVEL<br />

Double 0.05 The significance level<br />

for Canova-Hansen<br />

test. Supported values<br />

are 0.01, 0.025, 0.05,<br />

0.1, and 0.2. The<br />

smaller it is, the larger<br />

probable a time series<br />

is considered seasonal-stationary,<br />

that<br />

is, the less probable it<br />

needs seasonal-differencing.<br />

SONAL_D is negative.<br />

MAX_SEASONAL_D Integer 1 The maximum value of<br />

SEASONAL_D when<br />

Canova-Hansen test is<br />

applied.<br />

MAX_P Integer 5 The maximum value of<br />

AR order p.<br />

MAX_Q Integer 5 The maximum value of<br />

MA order q.<br />

MAX_SEASONAL_P Integer 2 The maximum value of<br />

AR order P.<br />

MAX_SEASONAL_Q Integer 2 The maximum value of<br />

MA order Q.<br />

Valid only when SEA­<br />

INFORMATION_CRI­<br />

TERION<br />

Integer 0 The information criterion<br />

for order selection.<br />

●<br />

●<br />

●<br />

0: AICC<br />

1: AIC<br />

2: BIC<br />

342 P U B L I C<br />

<strong>SAP</strong> <strong>HANA</strong> <strong>Predictive</strong> <strong>Analysis</strong> <strong>Library</strong> (<strong>PAL</strong>)<br />

<strong>PAL</strong> Functions

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!