THXS_RETRO_TEST_DETAILS - Retrosp Eff Test Eff Test Method
THXS_RETRO_TEST_DETAILS - Retrosp Eff Test Eff Test Method
ABAP Short Reference
rdisp/max_wprun_time - Maximum work process run time
This documentation is copyright by SAP AG.
Field
Type
Length
Data element
Description
RETRO_EFF_TEST_MET_CAT
CHAR
000002
Effectiveness Test Method Category
RETRO_OFF_CAL_CAT
CHAR
000002
Offset Calculation Category
RETRO_LINREG_NO_OF_PNT
INT4
000010
Number of Data Points
RETRO_LINREG_SLICE_TYP
NUMC
000001
Time Slicing Type
RETRO_LINREG_CALENDAR
CHAR
000002
Factory calendar
RETRO_LINREG_HOL_MOVE
NUMC
000001
Holiday Movement Type
RETRO_REG_EFF_CTRL
CHAR
000001
Control Parameter for Regression Analysis
RETRO_ALPHA
DEC
000005
Significance Level (Alpha)
RETRO_R2_MIN
DEC
000020
Minimum Coefficient of Determination
RETRO_R2_MAX
DEC
000020
Maximum Coefficient of Determination
RETRO_CBETA1_MIN
DEC
000010
Minimum Intercept Ratio
RETRO_CBETA1_MAX
DEC
000010
Maximum Intercept Ratio
RETRO_CBETA2_MIN
DEC
000010
Minimum Slope
RETRO_CBETA2_MAX
DEC
000010
Maximum Slope
RETRO_EFF_RATIO_MIN
DEC
000010
Minimum Ratio for $-Offset
RETRO_EFF_RATIO_MAX
DEC
000010
Maximum Ratio for $-Offset
RETRO_DIV_INHERIT_METH
CHAR
000001
Hedging Scenario 110: Dividend Inheritance Method
RETRO_NOISE_THRESHOLD
DEC
000005
Threshold for Effectiveness Calculation in Percent
RETRO_TRANSITION_SPEED
DEC
000005
Transition Speed for Effectiveness Calculation
RETRO_T_STAT_SLOPE
DEC
000015
Linear regression: Not Equal To condition for T stat
RETRO_EFF_ASSMT_METHOD
CHAR
000001
Linear Regression Assessment Method
RETRO_REG_EFF_CTRL_R2
CHAR
000001
Linear Regression: Check Coefficient of Determination
RETRO_REG_EFF_CTRL_SLP
CHAR
000001
Linear Regression: Check Slope
RETRO_REG_EFF_CTRL_INT
CHAR
000001
Linear Regression: Check Intercept Ratio
RETRO_REG_EFF_CTRL_TSTAT
CHAR
000001
Linear Regression: Check T-Statistic
RETRO_EFF_COND_TYPE
NUMC
000003
Linear Regression Condition Type
This documentation is copyright by SAP AG.
Length: 7901 Date: 20240424 Time: 040444 sap01-206 ( 24 ms )
