Univariate Time Series Analysis Action Set

uniTimeSeries.arima <result=results> <status=rc> /

alignId="BEGIN" | "END" | "MIDDLE",

={{

caslib="string",

computedOnDemand=TRUE | FALSE,

computedVars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

computedVarsProgram="string",

dataSourceOptions={key-1=any-list-or-data-type-1 <, key-2=any-list-or-data-type-2, ...>},

groupBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

groupByMode="NOSORT" | "REDISTRIBUTE",

importOptions={fileType="ANY" | "AUDIO" | "AUTO" | "BASESAS" | "CSV" | "DELIMITED" | "DOCUMENT" | "DTA" | "ESP" | "EXCEL" | "FMT" | "HDAT" | "IMAGE" | "JMP" | "LASR" | "PARQUET" | "SOUND" | "SPSS" | "VIDEO" | "XLS", fileType-specific-parameters},

name="table-name",

onDemand=TRUE | FALSE,

orderBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

singlePass=TRUE | FALSE,

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

where="where-expression",

whereTable

casLib="string"

dataSourceOptions={adls_noreq-parameters | bigquery-parameters | cas_noreq-parameters | clouddex-parameters | db2-parameters | dnfs-parameters | esp-parameters | fedsvr-parameters | gcs_noreq-parameters | hadoop-parameters | hana-parameters | impala-parameters | jdbc-parameters | mongodb-parameters | mysql-parameters | odbc-parameters | oracle-parameters | path-parameters | postgres-parameters | redshift-parameters | s3-parameters | sapiq-parameters | sforce-parameters | snowflake-parameters | spark-parameters | spde-parameters | sqlserver-parameters | ss_noreq-parameters | teradata-parameters | vertica-parameters | yellowbrick-parameters}

name="table-name"

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}}

where="where-expression"

}

}, {...}},

boundaryAlign="BOTH" | "END" | "NONE" | "START",

caslib="string",

compress=TRUE | FALSE,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caseSensitive=TRUE | FALSE,

exclude=TRUE | FALSE,

excludeAll=TRUE | FALSE,

keyIsPath=TRUE | FALSE,

names={"string-1" <, "string-2", ...>},

pathType="LABEL" | "NAME",

traceNames=TRUE | FALSE

interval="string",

nlFormat=TRUE | FALSE,

nThreads=integer,

caslib="string",

compress=TRUE | FALSE,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caslib="string",

compress=TRUE | FALSE,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

groupByVarsRaw=TRUE | FALSE,

includeAll=TRUE | FALSE,

names={"string-1" <, "string-2", ...>} | {key-1={casouttable-1} <, key-2={casouttable-2}, ...>},

repeated=TRUE | FALSE,

replace=TRUE | FALSE

caslib="string",

compress=TRUE | FALSE,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

seasonality=integer,

={{

accumulate="AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS",

format="string",

formattedLength=integer,

label="string",

model

={{

estimate={arimaEstimateOpt},

forecast={{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>}

}, {...}},

name="variable-name",

nfd=integer,

nfl=integer,

}, {...}},

caslib="string",

compress=TRUE | FALSE,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caslib="string",

computedOnDemand=TRUE | FALSE,

computedVars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

computedVarsProgram="string",

dataSourceOptions={key-1=any-list-or-data-type-1 <, key-2=any-list-or-data-type-2, ...>},

groupBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

groupByMode="NOSORT" | "REDISTRIBUTE",

name="table-name",

onDemand=TRUE | FALSE,

orderBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

singlePass=TRUE | FALSE,

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

where="where-expression",

whereTable

casLib="string"

name="table-name"

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}}

where="where-expression"

}

tEnd=double | date | datetime,

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT",

tStart=double | date | datetime

;

indicates a required parameter

Summary: Input and Output Tables

If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.

Parameters for Reading Input Tables
Parameter	Subparameter	Description
auxData	—	specifies the auxiliary time series data tables.
required parametertable	—	specifies the input data table.

Parameters for Creating Output Tables
Parameter	Subparameter	Description
casOut	—	names the output data table to contain the forecasts of the variables.
outEst	—	names the output data table to contain the model parameter estimates and the associated test statistics and probability values.
outFor	—	names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).
outStat	—	names the output data table to contain the fit statistics.
outputTables	names	specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
sumOut	—	names the output data table to contain the summary statistics and the forecast summation.

Parameter Descriptions

alignId="BEGIN" | "END" | "MIDDLE"

specifies the time ID alignment.

Default	BEGIN

auxData={{castable-1} <, {castable-2}, ...>}

specifies the auxiliary time series data tables.

For more information about specifying the auxData parameter, see the common castable parameter (Appendix A: Common Parameters).

boundaryAlign="BOTH" | "END" | "NONE" | "START"

specifies the starting and ending timestamp alignment.

Default	BOTH

casOut={casouttable}

names the output data table to contain the forecasts of the variables.

For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	out

display={displayTables}

specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.

For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).

* interval="string"

specifies the time interval (or frequency).

nlFormat=TRUE | FALSE

when set to True, chooses the best international format for the timestamp variable on the basis of the accumulation time interval. When set to False, it chooses the best English-language-based format for the timestamp variable. This option is ignored if you specify the format of the timestamp variable directly.

Default	FALSE

nThreads=integer

specifies the number of threads that are used per worker node in a CAS session. Threads are used to both preprocess and analyze input data in parallel. You must specify a value greater than or equal to 0. If you specify 0, which is the default, the number of threads is set to the maximum number of licensed cores.

Default	0
Range	0–32767

outEst={casouttable}

names the output data table to contain the model parameter estimates and the associated test statistics and probability values.

For more information about specifying the outEst parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outFor={casouttable}

names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).

For more information about specifying the outFor parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outputTables={outputTables}

specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.

For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).

Alias	displayOut

outStat={casouttable}

names the output data table to contain the fit statistics.

For more information about specifying the outStat parameter, see the common casouttable parameter (Appendix A: Common Parameters).

seasonality=integer

specifies the number of time periods per seasonal cycle (the default is based on the time interval).

Range	0–10000

* series={{arimaSeriesStmt-1} <, {arimaSeriesStmt-2}, ...>}

specifies the name of the series to be modeled and the modeling options.

The arimaSeriesStmt value can be one or more of the following:

accumulate="AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS"

specifies the accumulation mode for named variable.

format="string"

specifies the format to apply to the variable.

formattedLength=integer

specifies the length of format field plus the length of the format precision.

label="string"

specifies the descriptive label for the variable.

model={{modelOpt-1} <, {modelOpt-2}, ...>}

specifies the modeling options.

The modelOpt value can be one or more of the following:

estimate={arimaEstimateOpt}

specifies the estimation options.

The arimaEstimateOpt value can be one or more of the following:

converge=double

specifies the convergence criterion. Convergence is assumed when the largest change in the parameter estimate is less than the value of this parameter.

Default	0.001
Range	(0, 1)

delta=double

specifies the perturbation value for computing numerical derivatives.

Default	0.001
Range	(0, 1)

diff={integer-1 <, integer-2, ...>}

specifies differencing orders.

maxiter=integer

specifies the maximum number of iterations.

Default	50

median=TRUE | FALSE

when set to True, estimates the median forecast values.

Default	FALSE

method="CLS" | "ML" | "ULS"

specifies the estimation method.

Default	CLS

noint=TRUE | FALSE

when set to True, requests no intercept in the model.

Default	FALSE

nostable=TRUE | FALSE

when set to True, does not restrict the candidate for the AR and MA parameter estimates to stationarity and invertibility regions.

Default	FALSE

p={{poly-1} <, {poly-2}, ...>}

specifies the autoregressive polynomials.

factor=integer | {integer-1 <, integer-2, ...>}

specifies the ARIMA polynomial factor list.

q={{poly-1} <, {poly-2}, ...>}

specifies the moving average polynomials.

factor=integer | {integer-1 <, integer-2, ...>}

specifies the ARIMA polynomial factor list.

singular=double

specifies the criterion for checking singularity.

Default	1E-07
Range	(0, 1)

transform="AUTO" | "BOXCOX" | "LOG" | "LOGIT" | "NONE" | "SQRT"

specifies the time series transformation to apply to the input or accumulated time series.

Default	NONE

transformParm=double

specifies the parameter value for Box-Cox transformation.

Default	1
Range	-5–5

forecast={{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>}

specifies the forecasting options.

The arimaForecastOpt value can be one or more of the following:

alpha=double

specifies the significance level to use in computing the confidence limits of the forecast.

Default	0.95
Range	(0, 1)

lead=integer

specifies the number of forecast steps.

* name="variable-name"

specifies the name for the variable.

nfd=integer

specifies the length of the format precision.

nfl=integer

specifies the length of the format field.

setMiss="AVG" | "FIRST" | "LAST" | "MAX" | "MEDIAN" | "MIN" | "MISSING" | "NEXT" | "PREV" | double

specifies the missing interpretation for the named variable.

Alias	miss

sumOut={casouttable}

names the output data table to contain the summary statistics and the forecast summation.

For more information about specifying the sumOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	outSum

* table={castable}

specifies the input data table.

For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).

tEnd=double | date | datetime

specifies the end of the time window.

timeId={casinvardesc}

specifies the timestamp variable. You can specify the SAS format that is applied to the timestamp variable in all applicable output data tables via the 'format=' option. If you specify 'format=_DATA_', then the format of the timestamp variable in the input data table, if available, is copied directly to the output data tables. If you do not specify the 'format=' option, then the best format for the timestamp variable is chosen automatically on the basis of the accumulation time interval.

For more information about specifying the timeId parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT"

specifies how to trim the time series. None means that no missing values are trimmed. LEFT trims missing values at the beginning of the time series. RIGHT trims missing values at the end of the time series. BOTH trims missing values at both the beginning and end of the time series.

Default	NONE

tStart=double | date | datetime

specifies the start of the time window.

arima Action

Provides action for ARIMA models.

Lua Syntax

results, info = s:uniTimeSeries_arima{

alignId="BEGIN" | "END" | "MIDDLE",

={{

caslib="string",

computedOnDemand=true | false,

computedVars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

computedVarsProgram="string",

dataSourceOptions={key-1=any-list-or-data-type-1 <, key-2=any-list-or-data-type-2, ...>},

groupBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

groupByMode="NOSORT" | "REDISTRIBUTE",

name="table-name",

onDemand=true | false,

orderBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

singlePass=true | false,

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

where="where-expression",

whereTable

casLib="string"

name="table-name"

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}}

where="where-expression"

}

}, {...}},

boundaryAlign="BOTH" | "END" | "NONE" | "START",

caslib="string",

compress=true | false,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=true | false,

promote=true | false,

replace=true | false,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caseSensitive=true | false,

exclude=true | false,

excludeAll=true | false,

keyIsPath=true | false,

names={"string-1" <, "string-2", ...>},

pathType="LABEL" | "NAME",

traceNames=true | false

interval="string",

nlFormat=true | false,

nThreads=integer,

caslib="string",

compress=true | false,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=true | false,

promote=true | false,

replace=true | false,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caslib="string",

compress=true | false,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=true | false,

promote=true | false,

replace=true | false,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

groupByVarsRaw=true | false,

includeAll=true | false,

names={"string-1" <, "string-2", ...>} | {key-1={casouttable-1} <, key-2={casouttable-2}, ...>},

repeated=true | false,

replace=true | false

caslib="string",

compress=true | false,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=true | false,

promote=true | false,

replace=true | false,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

seasonality=integer,

={{

accumulate="AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS",

format="string",

formattedLength=integer,

label="string",

model

={{

estimate={arimaEstimateOpt},

forecast={{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>}

}, {...}},

name="variable-name",

nfd=integer,

nfl=integer,

}, {...}},

caslib="string",

compress=true | false,

indexVars={"variable-name-1" <, "variable-name-2", ...>},

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=true | false,

promote=true | false,

replace=true | false,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where={"string-1" <, "string-2", ...>}

caslib="string",

computedOnDemand=true | false,

computedVars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

computedVarsProgram="string",

dataSourceOptions={key-1=any-list-or-data-type-1 <, key-2=any-list-or-data-type-2, ...>},

groupBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

groupByMode="NOSORT" | "REDISTRIBUTE",

name="table-name",

onDemand=true | false,

orderBy

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

singlePass=true | false,

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}},

where="where-expression",

whereTable

casLib="string"

name="table-name"

vars

={{

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

}, {...}}

where="where-expression"

}

tEnd=double | date | datetime,

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT",

tStart=double | date | datetime

}

indicates a required parameter

Summary: Input and Output Tables

If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.

Parameters for Reading Input Tables
Parameter	Subparameter	Description
auxData	—	specifies the auxiliary time series data tables.
required parametertable	—	specifies the input data table.

Parameters for Creating Output Tables
Parameter	Subparameter	Description
casOut	—	names the output data table to contain the forecasts of the variables.
outEst	—	names the output data table to contain the model parameter estimates and the associated test statistics and probability values.
outFor	—	names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).
outStat	—	names the output data table to contain the fit statistics.
outputTables	names	specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
sumOut	—	names the output data table to contain the summary statistics and the forecast summation.

Parameter Descriptions

alignId="BEGIN" | "END" | "MIDDLE"

specifies the time ID alignment.

Default	BEGIN

auxData={{castable-1} <, {castable-2}, ...>}

specifies the auxiliary time series data tables.

For more information about specifying the auxData parameter, see the common castable parameter (Appendix A: Common Parameters).

boundaryAlign="BOTH" | "END" | "NONE" | "START"

specifies the starting and ending timestamp alignment.

Default	BOTH

casOut={casouttable}

names the output data table to contain the forecasts of the variables.

For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	out

display={displayTables}

specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.

For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).

* interval="string"

specifies the time interval (or frequency).

nlFormat=true | false

Default	false

nThreads=integer

Default	0
Range	0–32767

outEst={casouttable}

names the output data table to contain the model parameter estimates and the associated test statistics and probability values.

For more information about specifying the outEst parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outFor={casouttable}

names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).

For more information about specifying the outFor parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outputTables={outputTables}

specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.

For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).

Alias	displayOut

outStat={casouttable}

names the output data table to contain the fit statistics.

For more information about specifying the outStat parameter, see the common casouttable parameter (Appendix A: Common Parameters).

seasonality=integer

specifies the number of time periods per seasonal cycle (the default is based on the time interval).

Range	0–10000

* series={{arimaSeriesStmt-1} <, {arimaSeriesStmt-2}, ...>}

specifies the name of the series to be modeled and the modeling options.

The arimaSeriesStmt value can be one or more of the following:

accumulate="AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS"

specifies the accumulation mode for named variable.

format="string"

specifies the format to apply to the variable.

formattedLength=integer

specifies the length of format field plus the length of the format precision.

label="string"

specifies the descriptive label for the variable.

model={{modelOpt-1} <, {modelOpt-2}, ...>}

specifies the modeling options.

The modelOpt value can be one or more of the following:

estimate={arimaEstimateOpt}

specifies the estimation options.

The arimaEstimateOpt value can be one or more of the following:

converge=double

specifies the convergence criterion. Convergence is assumed when the largest change in the parameter estimate is less than the value of this parameter.

Default	0.001
Range	(0, 1)

delta=double

specifies the perturbation value for computing numerical derivatives.

Default	0.001
Range	(0, 1)

diff={integer-1 <, integer-2, ...>}

specifies differencing orders.

maxiter=integer

specifies the maximum number of iterations.

Default	50

median=true | false

when set to True, estimates the median forecast values.

Default	false

method="CLS" | "ML" | "ULS"

specifies the estimation method.

Default	CLS

noint=true | false

when set to True, requests no intercept in the model.

Default	false

nostable=true | false

when set to True, does not restrict the candidate for the AR and MA parameter estimates to stationarity and invertibility regions.

Default	false

p={{poly-1} <, {poly-2}, ...>}

specifies the autoregressive polynomials.

factor=integer | {integer-1 <, integer-2, ...>}

specifies the ARIMA polynomial factor list.

q={{poly-1} <, {poly-2}, ...>}

specifies the moving average polynomials.

factor=integer | {integer-1 <, integer-2, ...>}

specifies the ARIMA polynomial factor list.

singular=double

specifies the criterion for checking singularity.

Default	1E-07
Range	(0, 1)

transform="AUTO" | "BOXCOX" | "LOG" | "LOGIT" | "NONE" | "SQRT"

specifies the time series transformation to apply to the input or accumulated time series.

Default	NONE

transformParm=double

specifies the parameter value for Box-Cox transformation.

Default	1
Range	-5–5

forecast={{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>}

specifies the forecasting options.

The arimaForecastOpt value can be one or more of the following:

alpha=double

specifies the significance level to use in computing the confidence limits of the forecast.

Default	0.95
Range	(0, 1)

lead=integer

specifies the number of forecast steps.

* name="variable-name"

specifies the name for the variable.

nfd=integer

specifies the length of the format precision.

nfl=integer

specifies the length of the format field.

setMiss="AVG" | "FIRST" | "LAST" | "MAX" | "MEDIAN" | "MIN" | "MISSING" | "NEXT" | "PREV" | double

specifies the missing interpretation for the named variable.

Alias	miss

sumOut={casouttable}

names the output data table to contain the summary statistics and the forecast summation.

For more information about specifying the sumOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	outSum

* table={castable}

specifies the input data table.

For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).

tEnd=double | date | datetime

specifies the end of the time window.

timeId={casinvardesc}

For more information about specifying the timeId parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT"

Default	NONE

tStart=double | date | datetime

specifies the start of the time window.

arima Action

Provides action for ARIMA models.

Python Syntax

results=s.uniTimeSeries.arima(

alignId="BEGIN" | "END" | "MIDDLE",

=[{

"caslib":"string",

"computedOnDemand":True | False,

"computedVars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"computedVarsProgram":"string",

"dataSourceOptions":{"key-1":{any-list-or-data-type-1} <, "key-2":{any-list-or-data-type-2}, ...>},

"groupBy"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"groupByMode":"NOSORT" | "REDISTRIBUTE",

"importOptions":{"fileType":"ANY" | "AUDIO" | "AUTO" | "BASESAS" | "CSV" | "DELIMITED" | "DOCUMENT" | "DTA" | "ESP" | "EXCEL" | "FMT" | "HDAT" | "IMAGE" | "JMP" | "LASR" | "PARQUET" | "SOUND" | "SPSS" | "VIDEO" | "XLS", fileType-specific-parameters},

"name":"table-name",

"onDemand":True | False,

"orderBy"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"singlePass":True | False,

"vars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"where":"where-expression",

"whereTable"

"casLib":"string"

"dataSourceOptions":{adls_noreq-parameters | bigquery-parameters | cas_noreq-parameters | clouddex-parameters | db2-parameters | dnfs-parameters | esp-parameters | fedsvr-parameters | gcs_noreq-parameters | hadoop-parameters | hana-parameters | impala-parameters | jdbc-parameters | mongodb-parameters | mysql-parameters | odbc-parameters | oracle-parameters | path-parameters | postgres-parameters | redshift-parameters | s3-parameters | sapiq-parameters | sforce-parameters | snowflake-parameters | spark-parameters | spde-parameters | sqlserver-parameters | ss_noreq-parameters | teradata-parameters | vertica-parameters | yellowbrick-parameters}

"name":"table-name"

"vars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>]

"where":"where-expression"

}

}<, {...}>],

boundaryAlign="BOTH" | "END" | "NONE" | "START",

"caslib":"string",

"compress":True | False,

"indexVars":["variable-name-1" <, "variable-name-2", ...>],

"label":"string",

"lifetime":64-bit-integer,

"maxMemSize":64-bit-integer,

"memoryFormat":"DVR" | "INHERIT" | "STANDARD",

"name":"table-name",

"onDemand":True | False,

"promote":True | False,

"replace":True | False,

"replication":integer,

"threadBlockSize":64-bit-integer,

"timeStamp":"string",

"where":["string-1" <, "string-2", ...>]

"caseSensitive":True | False,

"exclude":True | False,

"excludeAll":True | False,

"keyIsPath":True | False,

"names":["string-1" <, "string-2", ...>],

"pathType":"LABEL" | "NAME",

"traceNames":True | False

interval="string",

nlFormat=True | False,

nThreads=integer,

"caslib":"string",

"compress":True | False,

"indexVars":["variable-name-1" <, "variable-name-2", ...>],

"label":"string",

"lifetime":64-bit-integer,

"maxMemSize":64-bit-integer,

"memoryFormat":"DVR" | "INHERIT" | "STANDARD",

"name":"table-name",

"onDemand":True | False,

"promote":True | False,

"replace":True | False,

"replication":integer,

"threadBlockSize":64-bit-integer,

"timeStamp":"string",

"where":["string-1" <, "string-2", ...>]

"caslib":"string",

"compress":True | False,

"indexVars":["variable-name-1" <, "variable-name-2", ...>],

"label":"string",

"lifetime":64-bit-integer,

"maxMemSize":64-bit-integer,

"memoryFormat":"DVR" | "INHERIT" | "STANDARD",

"name":"table-name",

"onDemand":True | False,

"promote":True | False,

"replace":True | False,

"replication":integer,

"threadBlockSize":64-bit-integer,

"timeStamp":"string",

"where":["string-1" <, "string-2", ...>]

"groupByVarsRaw":True | False,

"includeAll":True | False,

"names":["string-1" <, "string-2", ...>] | {"key-1":{casouttable-1} <, "key-2":{casouttable-2}, ...>},

"repeated":True | False,

"replace":True | False

"caslib":"string",

"compress":True | False,

"indexVars":["variable-name-1" <, "variable-name-2", ...>],

"label":"string",

"lifetime":64-bit-integer,

"maxMemSize":64-bit-integer,

"memoryFormat":"DVR" | "INHERIT" | "STANDARD",

"name":"table-name",

"onDemand":True | False,

"promote":True | False,

"replace":True | False,

"replication":integer,

"threadBlockSize":64-bit-integer,

"timeStamp":"string",

"where":["string-1" <, "string-2", ...>]

seasonality=integer,

=[{

"accumulate":"AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS",

"format":"string",

"formattedLength":integer,

"label":"string",

"model"

:[{

"estimate":{arimaEstimateOpt},

"forecast":[{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>]

}<, {...}>],

"name":"variable-name",

"nfd":integer,

"nfl":integer,

}<, {...}>],

"caslib":"string",

"compress":True | False,

"indexVars":["variable-name-1" <, "variable-name-2", ...>],

"label":"string",

"lifetime":64-bit-integer,

"maxMemSize":64-bit-integer,

"memoryFormat":"DVR" | "INHERIT" | "STANDARD",

"name":"table-name",

"onDemand":True | False,

"promote":True | False,

"replace":True | False,

"replication":integer,

"threadBlockSize":64-bit-integer,

"timeStamp":"string",

"where":["string-1" <, "string-2", ...>]

"caslib":"string",

"computedOnDemand":True | False,

"computedVars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"computedVarsProgram":"string",

"dataSourceOptions":{"key-1":{any-list-or-data-type-1} <, "key-2":{any-list-or-data-type-2}, ...>},

"groupBy"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"groupByMode":"NOSORT" | "REDISTRIBUTE",

"name":"table-name",

"onDemand":True | False,

"orderBy"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"singlePass":True | False,

"vars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>],

"where":"where-expression",

"whereTable"

"casLib":"string"

"name":"table-name"

"vars"

:[{

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

}<, {...}>]

"where":"where-expression"

}

tEnd=double | date | datetime,

"format":"string",

"formattedLength":integer,

"label":"string",

"name":"variable-name",

"nfd":integer,

"nfl":integer

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT",

tStart=double | date | datetime

)

indicates a required parameter

Summary: Input and Output Tables

If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.

Parameters for Reading Input Tables
Parameter	Subparameter	Description
auxData	—	specifies the auxiliary time series data tables.
required parametertable	—	specifies the input data table.

Parameters for Creating Output Tables
Parameter	Subparameter	Description
casOut	—	names the output data table to contain the forecasts of the variables.
outEst	—	names the output data table to contain the model parameter estimates and the associated test statistics and probability values.
outFor	—	names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).
outStat	—	names the output data table to contain the fit statistics.
outputTables	names	specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.
sumOut	—	names the output data table to contain the summary statistics and the forecast summation.

Parameter Descriptions

alignId="BEGIN" | "END" | "MIDDLE"

specifies the time ID alignment.

Default	BEGIN

auxData=[{castable-1} <, {castable-2}, ...>]

specifies the auxiliary time series data tables.

For more information about specifying the auxData parameter, see the common castable parameter (Appendix A: Common Parameters).

boundaryAlign="BOTH" | "END" | "NONE" | "START"

specifies the starting and ending timestamp alignment.

Default	BOTH

casOut={casouttable}

names the output data table to contain the forecasts of the variables.

For more information about specifying the casOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	out

display={displayTables}

specifies the list of display tables that you want the action to create. If this parameter is not specified, all tables are created.

For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).

* interval="string"

specifies the time interval (or frequency).

nlFormat=True | False

Default	False

nThreads=integer

Default	0
Range	0–32767

outEst={casouttable}

names the output data table to contain the model parameter estimates and the associated test statistics and probability values.

For more information about specifying the outEst parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outFor={casouttable}

names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, prediction standard error).

For more information about specifying the outFor parameter, see the common casouttable parameter (Appendix A: Common Parameters).

outputTables={outputTables}

specifies the list of display tables that you want to output as CAS tables. If this parameter is not specified, no tables are output as CAS tables.

For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).

Alias	displayOut

outStat={casouttable}

names the output data table to contain the fit statistics.

For more information about specifying the outStat parameter, see the common casouttable parameter (Appendix A: Common Parameters).

seasonality=integer

specifies the number of time periods per seasonal cycle (the default is based on the time interval).

Range	0–10000

* series=[{arimaSeriesStmt-1} <, {arimaSeriesStmt-2}, ...>]

specifies the name of the series to be modeled and the modeling options.

The arimaSeriesStmt value can be one or more of the following:

"accumulate":"AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS"

specifies the accumulation mode for named variable.

"format":"string"

specifies the format to apply to the variable.

"formattedLength":integer

specifies the length of format field plus the length of the format precision.

"label":"string"

specifies the descriptive label for the variable.

"model":[{modelOpt-1} <, {modelOpt-2}, ...>]

specifies the modeling options.

The modelOpt value can be one or more of the following:

"estimate":{arimaEstimateOpt}

specifies the estimation options.

The arimaEstimateOpt value can be one or more of the following:

"converge":double

specifies the convergence criterion. Convergence is assumed when the largest change in the parameter estimate is less than the value of this parameter.

Default	0.001
Range	(0, 1)

"delta":double

specifies the perturbation value for computing numerical derivatives.

Default	0.001
Range	(0, 1)

"diff":[integer-1 <, integer-2, ...>]

specifies differencing orders.

"maxiter":integer

specifies the maximum number of iterations.

Default	50

"median":True | False

when set to True, estimates the median forecast values.

Default	False

"method":"CLS" | "ML" | "ULS"

specifies the estimation method.

Default	CLS

"noint":True | False

when set to True, requests no intercept in the model.

Default	False

"nostable":True | False

when set to True, does not restrict the candidate for the AR and MA parameter estimates to stationarity and invertibility regions.

Default	False

"p":[{poly-1} <, {poly-2}, ...>]

specifies the autoregressive polynomials.

"factor":integer | [integer-1 <, integer-2, ...>]

specifies the ARIMA polynomial factor list.

"q":[{poly-1} <, {poly-2}, ...>]

specifies the moving average polynomials.

"factor":integer | [integer-1 <, integer-2, ...>]

specifies the ARIMA polynomial factor list.

"singular":double

specifies the criterion for checking singularity.

Default	1E-07
Range	(0, 1)

"transform":"AUTO" | "BOXCOX" | "LOG" | "LOGIT" | "NONE" | "SQRT"

specifies the time series transformation to apply to the input or accumulated time series.

Default	NONE

"transformParm":double

specifies the parameter value for Box-Cox transformation.

Default	1
Range	-5–5

"forecast":[{arimaForecastOpt-1} <, {arimaForecastOpt-2}, ...>]

specifies the forecasting options.

The arimaForecastOpt value can be one or more of the following:

"alpha":double

specifies the significance level to use in computing the confidence limits of the forecast.

Default	0.95
Range	(0, 1)

"lead":integer

specifies the number of forecast steps.

* "name":"variable-name"

specifies the name for the variable.

"nfd":integer

specifies the length of the format precision.

"nfl":integer

specifies the length of the format field.

"setMiss":"AVG" | "FIRST" | "LAST" | "MAX" | "MEDIAN" | "MIN" | "MISSING" | "NEXT" | "PREV" | double

specifies the missing interpretation for the named variable.

Alias	miss

sumOut={casouttable}

names the output data table to contain the summary statistics and the forecast summation.

For more information about specifying the sumOut parameter, see the common casouttable parameter (Appendix A: Common Parameters).

Alias	outSum

* table={castable}

specifies the input data table.

For more information about specifying the table parameter, see the common castable parameter (Appendix A: Common Parameters).

tEnd=double | date | datetime

specifies the end of the time window.

timeId={casinvardesc}

For more information about specifying the timeId parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).

trimId="BOTH" | "LEFT" | "NONE" | "RIGHT"

Default	NONE

tStart=double | date | datetime

specifies the start of the time window.

arima Action

Provides action for ARIMA models.

R Syntax

results <– cas.uniTimeSeries.arima(s,

alignId="BEGIN" | "END" | "MIDDLE",

=list( list(

caslib="string",

computedOnDemand=TRUE | FALSE,

computedVars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

computedVarsProgram="string",

dataSourceOptions=list(key-1=list(any-list-or-data-type-1) <, key-2=list(any-list-or-data-type-2), ...>),

groupBy

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

groupByMode="NOSORT" | "REDISTRIBUTE",

name="table-name",

onDemand=TRUE | FALSE,

orderBy

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

singlePass=TRUE | FALSE,

vars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

where="where-expression",

whereTable

=list(

casLib="string"

name="table-name"

vars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>)

where="where-expression"

)

) <, list(...)>),

boundaryAlign="BOTH" | "END" | "NONE" | "START",

=list(

caslib="string",

compress=TRUE | FALSE,

indexVars=list("variable-name-1" <, "variable-name-2", ...>),

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where=list("string-1" <, "string-2", ...>)

=list(

caseSensitive=TRUE | FALSE,

exclude=TRUE | FALSE,

excludeAll=TRUE | FALSE,

keyIsPath=TRUE | FALSE,

names=list("string-1" <, "string-2", ...>),

pathType="LABEL" | "NAME",

traceNames=TRUE | FALSE

interval="string",

nlFormat=TRUE | FALSE,

nThreads=integer,

=list(

caslib="string",

compress=TRUE | FALSE,

indexVars=list("variable-name-1" <, "variable-name-2", ...>),

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where=list("string-1" <, "string-2", ...>)

=list(

caslib="string",

compress=TRUE | FALSE,

indexVars=list("variable-name-1" <, "variable-name-2", ...>),

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where=list("string-1" <, "string-2", ...>)

=list(

groupByVarsRaw=TRUE | FALSE,

includeAll=TRUE | FALSE,

names=list("string-1" <, "string-2", ...>) | list(key-1=list(casouttable-1) <, key-2=list(casouttable-2), ...>),

repeated=TRUE | FALSE,

replace=TRUE | FALSE

=list(

caslib="string",

compress=TRUE | FALSE,

indexVars=list("variable-name-1" <, "variable-name-2", ...>),

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where=list("string-1" <, "string-2", ...>)

seasonality=integer,

=list( list(

accumulate="AVG" | "CSS" | "MAX" | "MIN" | "N" | "NMISS" | "STD" | "SUM" | "USS",

format="string",

formattedLength=integer,

label="string",

model

=list( list(

estimate=list(arimaEstimateOpt),

forecast=list( list(arimaForecastOpt-1) <, list(arimaForecastOpt-2), ...>)

) <, list(...)>),

name="variable-name",

nfd=integer,

nfl=integer,

) <, list(...)>),

=list(

caslib="string",

compress=TRUE | FALSE,

indexVars=list("variable-name-1" <, "variable-name-2", ...>),

label="string",

lifetime=64-bit-integer,

maxMemSize=64-bit-integer,

memoryFormat="DVR" | "INHERIT" | "STANDARD",

name="table-name",

onDemand=TRUE | FALSE,

promote=TRUE | FALSE,

replace=TRUE | FALSE,

replication=integer,

threadBlockSize=64-bit-integer,

timeStamp="string",

where=list("string-1" <, "string-2", ...>)

=list(

caslib="string",

computedOnDemand=TRUE | FALSE,

computedVars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

computedVarsProgram="string",

dataSourceOptions=list(key-1=list(any-list-or-data-type-1) <, key-2=list(any-list-or-data-type-2), ...>),

groupBy

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

groupByMode="NOSORT" | "REDISTRIBUTE",

name="table-name",

onDemand=TRUE | FALSE,

orderBy

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

singlePass=TRUE | FALSE,

vars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>),

where="where-expression",

whereTable

=list(

casLib="string"

name="table-name"

vars

=list( list(

format="string",

formattedLength=integer,

label="string",

name="variable-name",

nfd=integer,

nfl=integer

) <, list(...)>)

where="where-expression"

)

tEnd=double | date | datetime,