ARMAOutlierIdentification Methods |
The ARMAOutlierIdentification type exposes the following members.
Name | Description | |
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![]() | Compute |
Detects and determines outliers and simultaneously estimates the model
parameters for the given time series.
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![]() | ComputeForecasts |
Computes forecasts, associated probability limits and ![]() |
![]() | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
![]() | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
![]() | GetAR |
Returns the final autoregressive parameter estimates.
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![]() | GetDeviations |
Returns the deviations used for calculating the
forecast confidence limits.
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![]() | GetForecast |
Returns forecasts for the original outlier contaminated series.
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![]() | GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
![]() | GetMA |
Returns the final moving average parameter estimates.
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![]() | GetOmegaWeights |
Returns the ![]() |
![]() | GetOutlierFreeForecast |
Returns forecasts for the outlier free series.
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![]() | GetOutlierFreeSeries |
Returns the outlier free series.
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![]() | GetOutlierStatistics |
Returns the outlier statistics.
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![]() | GetPsiWeights |
Returns the ![]() |
![]() | GetResidual |
Returns the residuals.
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![]() | GetTauStatistics |
Returns the t value for each detected outlier.
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![]() | 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.) |