The ARMAOutlierIdentification type exposes the following members.

Methods

NameDescription
Compute
Detects and determines outliers and simultaneously estimates the model parameters for the given time series.
ComputeForecasts
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.
Equals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Finalize
Allows an Object to attempt to free resources and perform other cleanup operations before the Object 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.
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 \omega weights for the detected outliers.
GetOutlierFreeForecast
Returns forecasts for the outlier free series.
GetOutlierFreeSeries
Returns the outlier free series.
GetOutlierStatistics
Returns the outlier statistics.
GetPsiWeights
Returns the \psi weights of the infinite order moving average form of the model.
GetResidual
Returns the residuals.
GetTauStatistics
Returns the t value for each detected outlier.
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.)

See Also