| ARMAOutlierIdentificationGetOutlierStatistics Method |
Returns the outlier statistics.
Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
SyntaxReturn Value
Type: Int32An 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:
| Identifier | Outlier Type |
|---|---|
| INNOVATIONAL=0 | Innovational Outliers (IO) |
| ADDITIVE=1 | Additive Outliers (AO) |
| LEVEL_SHIFT=2 | Level Shift Outliers (LS) |
| TEMPORARY_CHANGE=3 | Temporary Change Outliers (TC) |
| UNABLE_TO_IDENTIFY=4 | Unable to Identify (UI) |
RemarksIf 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