summary.outliers: Summary Method for outliers Objects

In robustarima: Robust ARIMA Modeling

Description

Returns an object of class "summary.outliers" containing a summary list for an "outliers" object. A null value will be returned if printing is invoked.

Usage

## S3 method for class 'outliers'
summary(object, ...)

Arguments

object	an object of class "outliers".
...	extra arguments passed to or from other methods. The summary method here ignore these arguments.

Details

This function is a method for the generic function summary for class "outliers". It can be invoked by calling summary for an object of the appropriate class, or directly by calling summary.outliers regardless of the class of the object.

Value

a list is returned with the following components:

nout	number of outliers (and level shifts) detected.
outliers.table	the index (or "timeDate" information if the argument data passed to arima.rob is of class "timeSeries"), type, impact and t value for each of the detected outlier (or level shift).
sigma0	the estimate of the innovation scale before correcting outliers.
sigma	the estimate of the innovation scale after correcting outliers.

See Also

outliers, outliers.object, summary.

Examples

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

Example output

 Number of outliers detected:  9 

Outliers detected:

  Time       Type Impact     t-value 
1 "Mar 1963" "AO" "-0.14567" "13.765"
2 "May 1968" "AO" "-0.39778" "38.099"
3 "Jun 1968" "AO" "-0.15409" "14.551"
4 "Sep 1968" "AO" "-0.04516" " 4.410"
5 "Apr 1969" "LS" " 0.04511" " 3.814"
6 "Sep 1974" "LS" "-0.04351" " 3.767"
7 "Nov 1974" "LS" "-0.04844" " 4.092"
8 "Sep 1976" "AO" " 0.03820" " 3.829"
9 "Apr 1986" "AO" " 0.03935" " 3.932"
attr(,"class")
[1] "char.matrix"

Innovation scale estimate before correcting outliers:
  0.01311 

Innovation scale estimate after correcting outliers:
  0.01215 

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