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ARMAOutlierIdentificationDelta Property
The dampening effect parameter.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double Delta { get; set; }

Property Value

Type: Double
A double scalar, the dampening effect parameter used in the detection of a Temporary Change Outlier (TC).

Default: Delta = 0.

Remarks
The dampening effect parameter must be greater than 0 and less than 1.
See Also