The ML.ARIMA_EVALUATE function

This document describes the ML.ARIMA_EVALUATE function, which you can use to evaluate the model metrics of ARIMA_PLUS or ARIMA_PLUS_XREG time series models.

Syntax

ML.ARIMA_EVALUATE(
  MODEL ` PROJECT_ID 
. DATASET 
. MODEL_NAME 
`,
  [, STRUCT( SHOW_ALL_CANDIDATE_MODELS 
AS show_all_candidate_models)])

Arguments

ML.ARIMA_EVALUATE takes the following arguments:

• PROJECT_ID : Your project ID.
• DATASET : The BigQuery dataset that contains the model.
• MODEL_NAME : The name of the model.

• SHOW_ALL_CANDIDATE_MODELS : a BOOL value that indicates whether to show evaluation metrics or an error message for either all candidate models or for only the best model with the lowest Akaike information criterion (AIC) .

  When the SHOW_ALL_CANDIDATE_MODELS argument value is FALSE , the ML.ARIMA_EVALUATE function returns evaluation metrics for only the best model. When the SHOW_ALL_CANDIDATE_MODELS argument value is TRUE , metrics are returned for all candidate models, along with a possible fitting error on a setting of non_seasonal_p , non_seasonal_d , non_seasonal_q , and drift ; this applies to both single time series training with auto.ARIMA and large-scale time series training cases.

  For large-scale time series forecasting training, regardless of the value of the SHOW_ALL_CANDIDATE_MODELS argument, a single row is returned for a time series for which there is no a valid model. The error message explains the reason, and the values of all other columns are NULL .

  For single time series ARIMA_PLUS or ARIMA_PLUS_XREG models, the default value is TRUE . For large-scale time series ARIMA_PLUS models, the default value is FALSE .

Output

ML.ARIMA_EVALUATE returns the following columns:

• time_series_id_col or time_series_id_cols : the identifiers of a time series. Only present when forecasting multiple time series at once. The column names and types are inherited from the TIME_SERIES_ID_COL option as specified in the model creation query.
• non_seasonal_p : an INT64 value that contains the order of the autoregressive part in a non-seasonal ARIMA model.
• non_seasonal_d : an INT64 value that contains the degree of first differencing involved in a non-seasonal ARIMA model.
• non_seasonal_q : an INT64 value that contains the order of the moving average part in a non-seasonal ARIMA model.
• has_drift : a BOOL value that indicates whether the model has drift.
• log_likelihood : a FLOAT64 value that contains the log-likelihood of the model.
• AIC : the AIC of the model.
• variance : a FLOAT64 value that contains the variance of the model.

• seasonal_periods : an ARRAY<STRING> value that contains one or more of the following values:

  • DAILY
  • WEEKLY
  • MONTHLY
  • QUARTERLY
  • YEARLY
  • NO_SEASONALITY

• has_holiday_effect : a BOOL value that indicates whether the history data has a holiday effect.

• has_spikes_and_dips : a BOOL value that indicates whether the history data has spikes and dips.

• has_step_changes : a BOOL value that indicates whether the model has step changes.

• error_message : a STRING value that contains the error message raised if any time series fail in the model.

The has_holiday_effect , has_spikes_and_dips , and has_step_changes columns are only populated for ARIMA_PLUS models that have decompose_time_series enabled.

All of the columns are specific to the fitted ARIMA models except for the following columns:

• time_series_id_col
• time_series_id_cols
• seasonal_periods
• has_holiday_effect
• has_spikes_and_dips
• has_step_changes

When the non_seasonal_d value is not 1 , has_drift is set to FALSE by default, because has_drift doesn't apply in those cases.

Example

The following example retrieves the evaluation metrics of the best model from the model mydataset.mymodel in your default project:

 SELECT 
  
 * 
 FROM 
  
 ML 
 . 
 ARIMA_EVALUATE 
 ( 
 MODEL 
  
 ` 
 mydataset 
 . 
 mymodel 
 ` 
 , 
  
 STRUCT 
 ( 
 FALSE 
  
 AS 
  
 show_all_candidate_models 
 )) 

What's next

• For information about model evaluation, see BigQuery ML model evaluation overview .
• For information about the supported SQL statements and functions for each model type, see End-to-end user journey for each model .