outliers.object: Outliers Objects Extracted from <code>arima.rob</code>...

In robustarima: Robust ARIMA Modeling

Description

These are objects of class "outliers" extracted an object of class "arima.rob", which contain information about the detected outliers (and level shifts).

Arguments

The following components must be included in a legitimate "outliers" object:

nout	the number of outliers (and level shifts) detected.
outlier.index	the index of each detected outlier (or level shift).
outlier.type	the type of each detected outlier (or level shift): 1=innovation outlier, 2=additive outlier, 3=level shift.
outlier.impact	the size of each detected outlier (or level shift).
outlier.t.statistics	the t-statistics for each detected outlier (or level shift).
outlier.positions	the "timeDate" objects associated with the detected outliers if the original data is a "timeSeries" object.
sigma0	the estimate of the innovation scale before correcting the outliers.
sigma	the estimate of the innovation scale after correcting the outliers.
ierror	the error indicator: if ierror > 0 the search for outliers was stopped, the algorithm detected too many outliers.

Generation

This class of objects is returned from the outliers function.

Methods

print, summary.

See Also

outliers arima.rob, arima.rob.object.

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