| ARMAOutlierIdentification Methods |
The ARMAOutlierIdentification type exposes the following members.
| Name | Description | |
|---|---|---|
| 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.
| |
| GetDeviations |
Returns the deviations used for calculating the
forecast confidence limits.
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| 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.
| |
| GetOmegaWeights |
Returns the | |
| GetOutlierFreeForecast |
Returns forecasts for the outlier free series.
| |
| GetOutlierFreeSeries |
Returns the outlier free series.
| |
| GetOutlierStatistics |
Returns the outlier statistics.
| |
| 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.) |