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 |
... |
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 |
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)