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ARMAOutlierIdentification Properties

The ARMAOutlierIdentification type exposes the following members.

Properties
  NameDescription
Public propertyAccuracyTolerance
The tolerance value controlling the accuracy of the parameter estimates.
Public propertyAIC
Returns Akaike's information criterion (AIC).
Public propertyAICC
Returns Akaike's Corrected Information Criterion (AICC).
Public propertyBIC
Returns the Bayesian Information Criterion (BIC).
Public propertyConfidence
The confidence level for calculating confidence limit deviations via method GetDeviations.
Public propertyConstant
Returns the constant parameter estimate.
Public propertyCriticalValue
The critical value used as a threshold during outlier detection.
Public propertyDelta
The dampening effect parameter.
Public propertyNumberOfOutliers
Returns the number of outliers detected.
Public propertyRelativeError
The stopping criterion for use in the nonlinear equation solver.
Public propertyResidualStandardError
Returns the residual standard error of the outlier free series.
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