| ARMAOutlierIdentification Properties |
The ARMAOutlierIdentification type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | AccuracyTolerance |
The tolerance value controlling the accuracy of the parameter estimates.
|
| AIC |
Returns Akaike's information criterion (AIC).
|
| AICC |
Returns Akaike's Corrected Information Criterion (AICC).
|
| BIC |
Returns the Bayesian Information Criterion (BIC).
|
| Confidence |
The confidence level for calculating confidence
limit deviations via method GetDeviations.
|
| Constant |
Returns the constant parameter estimate.
|
| CriticalValue |
The critical value used as a threshold during outlier detection.
|
| Delta |
The dampening effect parameter.
|
| NumberOfOutliers |
Returns the number of outliers detected.
|
| RelativeError |
The stopping criterion for use in the nonlinear equation solver.
|
| ResidualStandardError |
Returns the residual standard error of the outlier free series.
|
See Also