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ARMAOutlierIdentificationGetOutlierStatistics Method
Returns the outlier statistics.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public int[,] GetOutlierStatistics()

Return Value

Type: Int32
An int matrix of length nOutliers by 2, where nOutliers is the number of detected outliers, containing the outlier statistics. The first column contains the time at which the outlier was observed (time ranging from 1 to z.Length, the number of observations in the time series) and the second column contains an identifier indicating the type of outlier observed. Outlier types fall into one of five categories:
IdentifierOutlier Type
INNOVATIONAL=0Innovational Outliers (IO)
ADDITIVE=1Additive Outliers (AO)
LEVEL_SHIFT=2Level Shift Outliers (LS)
TEMPORARY_CHANGE=3Temporary Change Outliers (TC)
UNABLE_TO_IDENTIFY=4Unable to Identify (UI)
Remarks

If the number of detected outliers equals zero, then an int array of size 0 is returned.

The Compute method must be invoked first before invoking this method. Otherwise, an InvalidOperationException exception is thrown.

See Also