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ARMAOutlierIdentification Methods

The ARMAOutlierIdentification type exposes the following members.

Methods
  NameDescription
Public methodCompute
Detects and determines outliers and simultaneously estimates the model parameters for the given time series.
Public methodComputeForecasts
Computes forecasts, associated probability limits and \psi weights for an outlier contaminated time series whose underlying outlier free series obeys a general seasonal or non-seasonal ARMA model.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetAR
Returns the final autoregressive parameter estimates.
Public methodGetDeviations
Returns the deviations used for calculating the forecast confidence limits.
Public methodGetForecast
Returns forecasts for the original outlier contaminated series.
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetMA
Returns the final moving average parameter estimates.
Public methodGetOmegaWeights
Returns the \omega weights for the detected outliers.
Public methodGetOutlierFreeForecast
Returns forecasts for the outlier free series.
Public methodGetOutlierFreeSeries
Returns the outlier free series.
Public methodGetOutlierStatistics
Returns the outlier statistics.
Public methodGetPsiWeights
Returns the \psi weights of the infinite order moving average form of the model.
Public methodGetResidual
Returns the residuals.
Public methodGetTauStatistics
Returns the t value for each detected outlier.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also