The ARMAOutlierIdentification type exposes the following members.

Constructors

	Name	Description
	ARMAOutlierIdentification	Constructor for ARMAOutlierIdentification.

Methods

	Name	Description
	Compute	Detects and determines outliers and simultaneously estimates the model parameters for the given time series.
	ComputeForecasts	Computes forecasts, associated probability limits and $\psi$ weights for an outlier contaminated time series whose underlying outlier free series obeys a general seasonal or non-seasonal ARMA model.
	Equals	Determines whether the specified Object is equal to the current Object. (Inherited from Object.)
	Finalize	Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. (Inherited from Object.)
	GetAR	Returns the final autoregressive parameter estimates.
	GetDeviations	Returns the deviations used for calculating the forecast confidence limits.
	GetForecast	Returns forecasts for the original outlier contaminated series.
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetMA	Returns the final moving average parameter estimates.
	GetOmegaWeights	Returns the $\omega$ weights for the detected outliers.
	GetOutlierFreeForecast	Returns forecasts for the outlier free series.
	GetOutlierFreeSeries	Returns the outlier free series.
	GetOutlierStatistics	Returns the outlier statistics.
	GetPsiWeights	Returns the $\psi$ weights of the infinite order moving average form of the model.
	GetResidual	Returns the residuals.
	GetTauStatistics	Returns the t value for each detected outlier.
	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.)

Fields

	Name	Description
	ADDITIVE	Indicates detection of an additive outlier.
	INNOVATIONAL	Indicates detection of an innovational outlier.
	LEVEL_SHIFT	Indicates detection of a level shift outlier.
	TEMPORARY_CHANGE	Indicates detection of a temporary change outlier.
	UNABLE_TO_IDENTIFY	Indicates detection of an outlier that cannnot be categorized.

Properties

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

See Also

ARMAOutlierIdentification Class

Imsl.Stat Namespace