summary.outliers {robustarima}R Documentation

Summary Method for outliers Objects

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)

[Package robustarima version 0.2.7 Index]