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SAP HANA Predictive Analysis Library (PAL)

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3.5.2 Auto ARIMA<br />

This function automatically identifies the orders of an ARIMA model, that is, (p,d,q) (P,D,Q) m , where m is the<br />

seasonal period according to some information criterion such as AICC, AIC, and BIC. If order selection<br />

succeeds, the function gives the optimal model as in the ARIMATRAIN function.<br />

Successively, you can use functions such as ARIMAFORECAST and ARIMAXFORECAST, which are described<br />

in the ARIMA topic, to make forecast.<br />

Prerequisite<br />

No missing or null data in the inputs.<br />

AUTOARIMA<br />

Procedure Generation<br />

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFL<strong>PAL</strong>’, ‘AUTOARIMA’,<br />

‘’, '', );<br />

The signature table should contain the following records:<br />

Table 257:<br />

Position Schema Name Table Type Name Parameter Type<br />

1 IN<br />

2 IN<br />

3 OUT<br />

Procedure Calling<br />

CALL .(, , ) with overview;<br />

The procedure name is the same as specified in the procedure generation.<br />

The input, parameter, and output tables must be of the types specified in the signature table.<br />

Signature<br />

Input Table<br />

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

<strong>PAL</strong> Functions P U B L I C 339

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