arimax Show Parameters Query Tool

The showParams parameter is provided for you as a query developer tool. It allows you to run an arimax query and review the model parameters and Bayesian Information Criteria (BIC) to understand the data better and improve query efficiency.

When running an arimax query with the showParams specified, no statements after the arimax statement are allowed. During development, splitting your query can make testing easier.

The query result isn’t the queried data, it’s debugging information that shows the model parameters and the Bayesian Information Criteria (BIC) value. Use the result with the lowest BIC in your final query.

Valid values are top and multi.

Specifying top returns the final Arimax model and BIC for each partition and each forecasted measure. For example, the results for showParams="top" are:

Specifying multi returns the top 3 Arimax models and BIC for each partition and each forecasted measure. A lower BIC score denotes a better model fit. For example, the results for showParams="multi" are:

If both arimaxOrder and seasonalOrder are defined in the query, only the specified Arimax model and BIC are returned.

Syntax examples for show parameters queries with no partition.

The query uses showParams="top" and a single forecast measure. The results return the lowest BIC value.

1q = arimax q generate Revenue as fRevenue
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), showParams="top");

Query results are:

The query uses showParams="multi" and a single forecast measure. The results return the top 3 parameter combinations with the lowest BIC.

1q = arimax q generate Revenue as fRevenue
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), showParams="multi");

Query results are:

The query uses showParams="top" and a multiple forecast measures. The results return the lowest BIC value for each measure.

1q = arimax q generate Revenue as fRevenue, ShippingCost as fShippingCost
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), showParams="top");

Query results are:

The query uses showParams="multi" and multiple forecast measures. The results return the top 3 parameter combinations with the lowest BIC for each measure.

1q = arimax q generate Revenue as fRevenue, ShippingCost as fShippingCost
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), showParams="multi");

Query results are:

Syntax examples for show parameters queries with a partition.

The query uses showParams="top", a single forecast measure, and a partition. The results return the lowest BIC value for the measure in each partition.

1q = arimax q generate Revenue as fRevenue
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), partition='Region', showParams="top");

Query results are:

The query uses showParams="multi", a single forecast measure, and a partition. The results return the top 3 parameter combinations with the lowest BIC value for the measure in each partition.

1q = arimax q generate Revenue as fRevenue
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), partition='Region', showParams="multi");

Query results are:

The query uses showParams="top", multiple forecast measures, and a partition. The results return the lowest BIC value for each measure in each partition.

1q = arimax q generate Revenue as fRevenue, ShippingCost as fShippingCost
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), partition='Region', showParams="top");

Query results are:

The query uses showParams="multi", multiple forecast measures, and a partition. The results return the top 3 parameter combinations with the lowest BIC value for each measure in each partition.

1q = arimax q generate Revenue as fRevenue, ShippingCost as fShippingCost
2with (length=10, order='ldx', predictionInterval=[80,95],
3seasonalOrder=(0,1,1,3), partition='Region', showParams="multi");

Query results are:

To understand your data, run the arimax query without seasonalOrder and with showParams="multi".

1q = load "em/coffee";
2q = filter q by Type in ["Hot Coffee", "Bulk Coffee"];
3q = group q by ('ClosedDate_Year', 'ClosedDate_Quarter', "Type");
4q = foreach q generate 'ClosedDate_Year', 'ClosedDate_Quarter', 'Type', sum(Weight) as sum_Weight;
5q = arimax q generate 'sum_Weight' as fSumWeight,
6with (length=4, showParams="multi", partition='Type', ignoreLast=true,
7dateCols=('ClosedDate_Year', 'ClosedDate_Quarter', "Y-Q"), arimaOrder=(2,1,2));"

The results show multiple seasonalOrder values with the lowest BICs for each forecast measure. You can select the seasonalOrder that works best for your final query.

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Overview

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Examples

SAQL Reference

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arimax Show Parameters Query Tool

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