The AutoARIMA type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | AutoARIMA |
Constructor for AutoARIMA.
|
Methods
| Name | Description | |
|---|---|---|
| Compute | Overloaded. |
| Equals | (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.) |
| Forecast |
Computes forecasts, associated probability limits and 
weights for the given outlier contaminated time series.
|
| GetAR |
Returns the final autoregressive parameter estimates of the optimum
model.
|
| GetCompleteTimes |
Returns all time points at which the original series was observed,
including values for times with missing values in x.
|
| GetCompleteTimeSeries |
Returns the original series with potentially missing values replaced
by 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 of the optimum
model.
|
| GetOptimumModelOrder |
Returns the order  of the
optimum model.
|
| GetOutlierFreeForecast |
Returns forecasts for the outlier free series.
|
| GetOutlierFreeSeries |
Returns the outlier free series.
|
| GetOutlierStatistics |
Returns the outlier statistics.
|
| GetPsiWeights |
Returns the weights of the infinite order
moving average form of the model.
|
| GetResiduals |
Returns the residuals.
|
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| SetDifferenceOrders |
Defines the orders of the periodic differences used in the determination
of the optimum model.
|
| SetPeriods |
Defines the periods used in the determination of the optimum model.
|
| ToString | (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 |
Akaike's information criterion (AIC) for the optimum model.
|
| AICC |
Akaike's Corrected Information Criterion (AICC) for the optimum
model.
|
| BIC |
The Bayesian Information Criterion (BIC) for the optimum model.
|
| Confidence |
The confidence level used in the calculation of confidence limit
deviations via method GetDeviations.
|
| Constant |
The constant parameter estimate for the optimum model.
|
| CriticalValue |
The critical value used as a threshold during outlier detection.
|
| Delta |
The dampening effect parameter.
|
| MaximumARLag |
The maximum AR lag used in the determination of the optimum (s,d)
combination of method Compute(int[] arOrders, int[] maOrders).
|
| ModelSelectionCriterion |
The model selection criterion used in the optimum model search.
|
| NumberOfOutliers |
The number of detected outliers.
|
| RelativeError |
The stopping criterion for use in the nonlinear equation solver.
|
| ResidualStandardError |
The residual standard error of the outlier free series.
|
