outliers_column

column_data

The number of rows that the returned outliers column should have.

number_of_rows

The factor multiplied with the standard deviation that determines the threshold for the distance away from the mean at which data points switch over to outliers.

std_factor

Determine the outliers column for the given column data

Automatically find the best vector autoregression
models and networks for a given time series data set. 'AutovarCore'
evaluates eight kinds of models: models with and without log
transforming the data, lag 1 and lag 2 models, and models with and
without weekday dummy variables. For each of these 8 model configurations,
'AutovarCore' evaluates all possible combinations for including
outlier dummies (at 2.5x the standard deviation of the residuals)
and retains the best model. Model evaluation includes the Eigenvalue
stability test and a configurable set of residual tests. These eight
models are further reduced to four models because 'AutovarCore'
determines whether adding weekday dummies improves the model fit.

outliers_column: Determine the outliers column for the given column data

Description

Usage

Arguments