| AutoARIMAGetOutlierStatistics Method |
Returns the outlier statistics.
Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
SyntaxReturn Value
Type: Int32A double array of length nOutliers by 2, where nOutliers is the number of detected outliers, containing the outlier statistics. The first column contains the time at which the outlier was observed (time ranging from times[0] to times[times.Length - 1]) and the second column contains an identifier indicating the type of outlier observed.
Remarks
Outlier types fall into one of five categories:
| Identifier | Outlier type |
|---|---|
| INNOVATIONAL = 0 | Innovational Outliers (IO) |
| ADDITIVE = 1 | Additive Outliers (AO) |
| LEVEL_SHIFT = 2 | Level Shift Outliers (LS) |
| TEMPORARY_CHANGE = 3 | Temporary Change Outliers (TC) |
| UNABLE_TO_IDENTIFY = 4 | Unable to Identify (UI) |
If the number of detected outliers equals zero, then an array of length zero is returned.
One of the Compute methods must be invoked first before invoking this method. Otherwise, the method throws an InvalidOperationException exception.
See Also