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SAP HANA Predictive Analysis Library (PAL)

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Name Data Type Default Value Description Dependency<br />

D Integer -1 Order of first-differencing.<br />

●<br />

●<br />

Negative: Automatically<br />

identifies<br />

first-differencing<br />

order with<br />

KPSS test.<br />

Others: Uses the<br />

specified value as<br />

the first-differencing<br />

order.<br />

KPSS_SIGNIFI­<br />

CANCE_LEVEL<br />

double 0.05 The significance level<br />

for KPSS test. Supported<br />

values are 0.01,<br />

0.025, 0.05, and 0.1.<br />

The smaller it is, the<br />

larger probable a time<br />

series is considered as<br />

first-stationary, that is,<br />

the less probable it<br />

needs first-differencing.<br />

Valid only when D is<br />

negative.<br />

MAX_D Integer 2 The maximum value of<br />

D when KPSS test is<br />

applied.<br />

SEASONAL_D Integer -1 Order of seasonal-differencing.<br />

●<br />

●<br />

Negative: Automatically<br />

identifies<br />

seasonal-differencing<br />

order<br />

Canova-Hansen<br />

test<br />

Others: Uses the<br />

specified value as<br />

the seasonal-differencing<br />

order.<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 341

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