The ARMAOutlierIdentification type exposes the following members.

Properties

NameDescription
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