ARMAOutlierIdentification Properties |
The ARMAOutlierIdentification type exposes the following members.
Name | Description | |
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AccuracyTolerance |
The tolerance value controlling the accuracy of the parameter estimates.
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AIC |
Returns Akaike's information criterion (AIC).
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AICC |
Returns Akaike's Corrected Information Criterion (AICC).
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BIC |
Returns the Bayesian Information Criterion (BIC).
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Confidence |
The confidence level for calculating confidence
limit deviations via method GetDeviations.
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Constant |
Returns the constant parameter estimate.
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CriticalValue |
The critical value used as a threshold during outlier detection.
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Delta |
The dampening effect parameter.
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NumberOfOutliers |
Returns the number of outliers detected.
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RelativeError |
The stopping criterion for use in the nonlinear equation solver.
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ResidualStandardError |
Returns the residual standard error of the outlier free series.
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