ARMAOutlierIdentification Methods |
The ARMAOutlierIdentification type exposes the following members.
Name | Description | |
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Compute |
Detects and determines outliers and simultaneously estimates the model
parameters for the given time series.
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ComputeForecasts |
Computes forecasts, associated probability limits and
weights for an outlier contaminated time series whose underlying outlier free
series obeys a general seasonal or non-seasonal ARMA model.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetAR |
Returns the final autoregressive parameter estimates.
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GetDeviations |
Returns the deviations used for calculating the
forecast confidence limits.
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GetForecast |
Returns forecasts for the original outlier contaminated series.
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GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetMA |
Returns the final moving average parameter estimates.
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GetOmegaWeights |
Returns the weights for the
detected outliers.
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GetOutlierFreeForecast |
Returns forecasts for the outlier free series.
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GetOutlierFreeSeries |
Returns the outlier free series.
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GetOutlierStatistics |
Returns the outlier statistics.
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GetPsiWeights |
Returns the weights of the infinite order moving average
form of the model.
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GetResidual |
Returns the residuals.
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GetTauStatistics |
Returns the t value for each detected outlier.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |