AutoARIMA.CriticalValue Property

AutoARIMACriticalValue Property

The critical value used as a threshold during outlier detection.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double CriticalValue { get; set; }

Public Property CriticalValue As Double
	Get
	Set

public:
property double CriticalValue {
	double get ();
	void set (double value);
}

member CriticalValue : float with get, set

Type: Double
A double, strictly positive scalar, the critical value used as a threshold for the statistics used in the outlier detection.

Default: CriticalValue = 3.0.