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ARMAOutlierIdentificationCompute Method
Detects and determines outliers and simultaneously estimates the model parameters for the given time series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
Copy
public void Compute(
	int[] model
)

Parameters

model
Type: SystemInt32
An int array of length 4 containing the numbers p, q, s, d of the \text{ARIMA}(p,0,q)\times(0,d,0)_s model the outlier free series is following. It is required that p, q and d are non-negative and s is positive and consistent with z.Length.
Exceptions
ExceptionCondition
NonStationaryException is thrown if the intermediate or final maximum likelihood estimates for the time series are nonstationary.
NonInvertibleException is thrown if the intermediate or final maximum likelihood estimates for the time series are noninvertible.
InitialMAException is thrown if the initial values provided for the moving average terms are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.
DidNotConvergeException is thrown if the algorithm computing the roots of the AR- or MA- polynomial does not converge.
MatrixSingularException is thrown if one of the matrices used in classes ARMA or ARMAMaxLikelihood is singular.
TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
IncreaseErrRelException is thrown if the bound for the relative error is too small.
NewInitialGuessException is thrown if the iteration has not made good progress.
IllConditionedException is thrown if the problem is ill-conditioned.
TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
SingularMatrixException is thrown if during the computation of a small perturbation of the matrix product A^TA, it is found that A, the matrix used in the determination of the \omega weights, is singular.
NotSPDException is thrown if during the computation of a small perturbation of the matrix product A^TA, it is found that A, the matrix used in the determination of the \omega weights, is not positive definite.
See Also