ARMAOutlierIdentificationCompute Method |
Detects and determines outliers and simultaneously estimates the model
parameters for the given time series.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void Compute(
int[] model
)
Public Sub Compute (
model As Integer()
)
public:
void Compute(
array<int>^ model
)
member Compute :
model : int[] -> unit
Parameters
- model
- Type: SystemInt32
An int array of length 4 containing the
numbers p, q, s, d of the
model the outlier free series is following. It is
required that p, q and d are
non-negative and s is positive and consistent with
z.Length.
Exceptions Exception | Condition |
---|
NonStationaryException |
is thrown if the intermediate or final maximum likelihood
estimates for the time series are nonstationary.
|
NonInvertibleException |
is thrown if the intermediate or final maximum likelihood
estimates for the time series are noninvertible.
|
InitialMAException |
is thrown if the initial values provided for the moving average
terms are noninvertible. In this case, ARMAMaxLikelihood
terminates and does not compute the time series
estimates.
|
DidNotConvergeException |
is thrown if the algorithm computing the roots of the AR- or
MA- polynomial does not converge.
|
MatrixSingularException |
is thrown if one of the matrices used in classes ARMA or
ARMAMaxLikelihood is singular.
|
TooManyCallsException |
is thrown if the number of calls to the function has exceeded the
maximum number of iterations times the number of moving average
(MA) parameters + 1.
|
IncreaseErrRelException |
is thrown if the bound for the relative error is too small.
|
NewInitialGuessException |
is thrown if the iteration has not made good progress.
|
IllConditionedException |
is thrown if the problem is ill-conditioned.
|
TooManyIterationsException |
is thrown if the maximum number of iterations is exceeded.
|
TooManyFunctionEvaluationsException |
is thrown if the maximum number of function evaluations is exceeded.
|
TooManyJacobianEvalException |
is thrown if the maximum number of Jacobian evaluations is exceeded.
|
SingularMatrixException |
is thrown if during the computation of a small perturbation of the
matrix product , it is found that A,
the matrix used in the determination of the
weights, is singular.
|
NotSPDException |
is thrown if during the computation of a small perturbation of the
matrix product , it is found that A,
the matrix used in the determination of the
weights, is not positive definite.
|
See Also