outliers: Outliers Extraction for an <code>arima.rob</code> Object

In robustarima: Robust ARIMA Modeling

Description

Returns an object of class "outliers".

Usage

outliers(object, iter=NULL)

Arguments

object	an object of class "arima.rob".
iter	a number specifying from which iteration to extract the detected outliers, if the iter argument passed to the function arima.rob that produced object is non-zero. The default is set to NULL.

Value

an object of class "outliers". If iter is NULL, the object contains all the detected outliers (and level shifts). If iter is not NULL, the object contains the outliers (and level shifts) detected in iteration iter. See outliers.object for components of the returned object.

See Also

outliers.object, arima.rob, arima.rob.object.

Examples

frip.rr <- arima.rob(log(frip.dat) ~ 1, p=2, d=1, iter=2)
frip.outliers.all <- outliers(frip.rr)
frip.outliers.2 <- outliers(frip.rr, iter=2)

robustarima documentation built on May 1, 2021, 1:06 a.m.