Outlier Detection with a RegARIMA Model
Arguments
- y
the dependent variable (a
tsobject).- order, seasonal
the orders of the ARIMA model.
- mean
Boolean to include or not the mean.
- X
user defined regressors (other than calendar).
- X.td
calendar regressors.
- ao, ls, so, tc
Boolean to indicate which type of outliers should be detected.
- cv
numeric. The entered critical value for the outlier detection procedure. If equal to 0 the critical value for the outlier detection procedure is automatically determined by the number of observations.- clean
Clean missing values at the beginning/end of the series. Regression variables are automatically resized, if need be.
Examples
regarima_outliers(rjd3toolkit::ABS$X0.2.09.10.M)
#> $model
#> $model$y
#> Jan Feb Mar Apr May Jun Jul Aug Sep Oct
#> 1982 460.1 502.6 443.8 459.1 438.4 465.1 452.7
#> 1983 379.2 378.0 472.1 503.4 510.6 462.4 468.3 458.2 482.7 485.3
#> 1984 414.7 414.5 484.7 487.3 597.9 500.4 543.4 503.4 522.8 556.6
#> 1985 516.3 452.5 525.8 587.7 700.3 561.8 602.8 582.5 563.1 637.1
#> 1986 570.5 478.2 547.4 594.3 751.6 553.4 663.2 581.1 661.9 665.6
#> 1987 613.9 513.2 599.9 674.1 714.0 670.5 720.9 601.6 672.3 709.1
#> 1988 631.0 551.1 678.1 715.7 740.8 722.0 683.5 650.9 723.3 729.6
#> 1989 631.5 552.0 719.0 697.6 764.8 786.3 715.1 723.8 757.9 751.7
#> 1990 678.2 586.2 726.8 744.1 815.5 832.4 710.3 759.4 741.1 786.6
#> 1991 694.0 604.7 719.2 748.2 828.2 746.9 794.5 770.4 741.5 858.6
#> 1992 740.0 665.9 701.5 831.4 878.6 826.0 788.2 723.6 819.8 902.5
#> 1993 762.1 643.0 754.1 840.7 906.6 887.1 771.5 728.7 844.7 886.9
#> 1994 745.7 664.4 821.5 831.7 908.0 912.6 782.9 798.8 887.0 934.6
#> 1995 752.4 682.5 811.2 906.0 927.2 906.8 880.6 873.9 856.8 920.6
#> 1996 833.1 737.1 812.0 895.2 962.8 908.6 908.0 888.9 833.7 933.7
#> 1997 840.9 727.4 857.9 849.0 994.8 830.2 971.1 836.0 939.1 976.9
#> 1998 917.3 716.2 822.9 970.1 970.2 849.4 1042.3 869.9 939.4 1021.3
#> 1999 942.0 738.4 903.2 953.2 1011.2 894.4 1054.5 899.5 1002.3 1043.7
#> 2000 924.9 798.2 901.9 1024.7 1052.3 1165.5 859.3 1009.2 1054.6 1070.4
#> 2001 971.9 814.6 1017.5 1039.2 1123.5 1024.9 1100.8 963.0 1012.9 1132.0
#> 2002 1027.9 841.4 1043.9 1075.3 1190.9 1143.0 1075.7 1065.9 1060.1 1211.4
#> 2003 1099.3 900.5 1092.7 1222.4 1237.1 1237.9 1182.0 1101.2 1198.2 1316.1
#> 2004 1182.9 989.8 1131.4 1277.1 1280.3 1384.1 1305.9 1166.8 1317.9 1358.3
#> 2005 1246.3 1037.3 1300.8 1153.7 1264.2 1454.2 1290.1 1210.7 1277.8 1314.4
#> 2006 1193.7 1037.7 1204.5 1348.6 1267.6 1429.0 1412.0 1239.2 1219.1 1344.6
#> 2007 1267.3 1047.0 1331.6 1302.6 1365.1 1491.5 1462.3 1315.5 1353.3 1440.6
#> 2008 1397.8 1140.5 1351.7 1396.6 1421.1 1401.6 1582.3 1268.4 1383.3 1452.4
#> 2009 1451.0 1056.6 1386.9 1509.1 1519.4 1500.5 1570.7 1341.5 1399.9 1534.3
#> 2010 1469.1 1111.9 1379.9 1389.7 1427.2 1551.4 1581.0 1324.0 1422.0 1464.9
#> 2011 1412.6 1117.5 1321.6 1472.6 1408.9 1471.9 1532.5 1293.5 1345.7 1404.7
#> 2012 1362.4 1131.7 1349.2 1391.2 1456.9 1616.4 1423.4 1359.0 1367.8 1442.6
#> 2013 1397.4 1113.6 1397.3 1339.1 1441.9 1537.4 1390.6 1337.2 1359.4 1463.3
#> 2014 1451.0 1064.9 1293.2 1442.9 1411.8 1461.6 1501.6 1254.2 1356.4 1478.7
#> 2015 1471.2 1053.8 1367.2 1442.2 1428.7 1480.9 1540.9 1331.9 1400.1 1566.3
#> 2016 1519.2 1155.8 1451.5 1451.0 1449.7 1596.1 1468.3 1293.9 1393.5 1497.4
#> 2017 1428.5 1092.4 1370.3 1522.6 1452.4 1557.2 1445.5 1303.1
#> Nov Dec
#> 1982 522.9 889.3
#> 1983 568.7 963.7
#> 1984 623.2 1039.4
#> 1985 697.1 1187.5
#> 1986 700.9 1367.9
#> 1987 743.2 1460.1
#> 1988 870.3 1570.0
#> 1989 923.8 1569.4
#> 1990 931.5 1563.1
#> 1991 944.7 1600.3
#> 1992 968.6 1650.9
#> 1993 970.0 1710.5
#> 1994 1000.4 1817.5
#> 1995 1067.4 1857.2
#> 1996 1081.6 1837.6
#> 1997 1111.3 1879.1
#> 1998 1137.7 1975.7
#> 1999 1207.2 2069.6
#> 2000 1232.5 2177.5
#> 2001 1344.8 2269.5
#> 2002 1495.1 2338.6
#> 2003 1528.2 2424.2
#> 2004 1536.7 2500.8
#> 2005 1540.4 2536.0
#> 2006 1623.3 2611.1
#> 2007 1687.9 2747.0
#> 2008 1675.9 2886.1
#> 2009 1736.6 2795.1
#> 2010 1705.5 2752.4
#> 2011 1660.0 2730.5
#> 2012 1672.9 2753.3
#> 2013 1668.9 2725.5
#> 2014 1687.7 2756.9
#> 2015 1730.5 2913.6
#> 2016 1684.3 2850.4
#> 2017
#>
#> $model$variables
#> [1] "AO.220" "AO.219" "AO.277" "LS.400" "LS.280"
#>
#> $model$X
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 0 0 0 -1 -1
#> [2,] 0 0 0 -1 -1
#> [3,] 0 0 0 -1 -1
#> [4,] 0 0 0 -1 -1
#> [5,] 0 0 0 -1 -1
#> [6,] 0 0 0 -1 -1
#> [7,] 0 0 0 -1 -1
#> [8,] 0 0 0 -1 -1
#> [9,] 0 0 0 -1 -1
#> [10,] 0 0 0 -1 -1
#> [11,] 0 0 0 -1 -1
#> [12,] 0 0 0 -1 -1
#> [13,] 0 0 0 -1 -1
#> [14,] 0 0 0 -1 -1
#> [15,] 0 0 0 -1 -1
#> [16,] 0 0 0 -1 -1
#> [17,] 0 0 0 -1 -1
#> [18,] 0 0 0 -1 -1
#> [19,] 0 0 0 -1 -1
#> [20,] 0 0 0 -1 -1
#> [21,] 0 0 0 -1 -1
#> [22,] 0 0 0 -1 -1
#> [23,] 0 0 0 -1 -1
#> [24,] 0 0 0 -1 -1
#> [25,] 0 0 0 -1 -1
#> [26,] 0 0 0 -1 -1
#> [27,] 0 0 0 -1 -1
#> [28,] 0 0 0 -1 -1
#> [29,] 0 0 0 -1 -1
#> [30,] 0 0 0 -1 -1
#> [31,] 0 0 0 -1 -1
#> [32,] 0 0 0 -1 -1
#> [33,] 0 0 0 -1 -1
#> [34,] 0 0 0 -1 -1
#> [35,] 0 0 0 -1 -1
#> [36,] 0 0 0 -1 -1
#> [37,] 0 0 0 -1 -1
#> [38,] 0 0 0 -1 -1
#> [39,] 0 0 0 -1 -1
#> [40,] 0 0 0 -1 -1
#> [41,] 0 0 0 -1 -1
#> [42,] 0 0 0 -1 -1
#> [43,] 0 0 0 -1 -1
#> [44,] 0 0 0 -1 -1
#> [45,] 0 0 0 -1 -1
#> [46,] 0 0 0 -1 -1
#> [47,] 0 0 0 -1 -1
#> [48,] 0 0 0 -1 -1
#> [49,] 0 0 0 -1 -1
#> [50,] 0 0 0 -1 -1
#> [51,] 0 0 0 -1 -1
#> [52,] 0 0 0 -1 -1
#> [53,] 0 0 0 -1 -1
#> [54,] 0 0 0 -1 -1
#> [55,] 0 0 0 -1 -1
#> [56,] 0 0 0 -1 -1
#> [57,] 0 0 0 -1 -1
#> [58,] 0 0 0 -1 -1
#> [59,] 0 0 0 -1 -1
#> [60,] 0 0 0 -1 -1
#> [61,] 0 0 0 -1 -1
#> [62,] 0 0 0 -1 -1
#> [63,] 0 0 0 -1 -1
#> [64,] 0 0 0 -1 -1
#> [65,] 0 0 0 -1 -1
#> [66,] 0 0 0 -1 -1
#> [67,] 0 0 0 -1 -1
#> [68,] 0 0 0 -1 -1
#> [69,] 0 0 0 -1 -1
#> [70,] 0 0 0 -1 -1
#> [71,] 0 0 0 -1 -1
#> [72,] 0 0 0 -1 -1
#> [73,] 0 0 0 -1 -1
#> [74,] 0 0 0 -1 -1
#> [75,] 0 0 0 -1 -1
#> [76,] 0 0 0 -1 -1
#> [77,] 0 0 0 -1 -1
#> [78,] 0 0 0 -1 -1
#> [79,] 0 0 0 -1 -1
#> [80,] 0 0 0 -1 -1
#> [81,] 0 0 0 -1 -1
#> [82,] 0 0 0 -1 -1
#> [83,] 0 0 0 -1 -1
#> [84,] 0 0 0 -1 -1
#> [85,] 0 0 0 -1 -1
#> [86,] 0 0 0 -1 -1
#> [87,] 0 0 0 -1 -1
#> [88,] 0 0 0 -1 -1
#> [89,] 0 0 0 -1 -1
#> [90,] 0 0 0 -1 -1
#> [91,] 0 0 0 -1 -1
#> [92,] 0 0 0 -1 -1
#> [93,] 0 0 0 -1 -1
#> [94,] 0 0 0 -1 -1
#> [95,] 0 0 0 -1 -1
#> [96,] 0 0 0 -1 -1
#> [97,] 0 0 0 -1 -1
#> [98,] 0 0 0 -1 -1
#> [99,] 0 0 0 -1 -1
#> [100,] 0 0 0 -1 -1
#> [101,] 0 0 0 -1 -1
#> [102,] 0 0 0 -1 -1
#> [103,] 0 0 0 -1 -1
#> [104,] 0 0 0 -1 -1
#> [105,] 0 0 0 -1 -1
#> [106,] 0 0 0 -1 -1
#> [107,] 0 0 0 -1 -1
#> [108,] 0 0 0 -1 -1
#> [109,] 0 0 0 -1 -1
#> [110,] 0 0 0 -1 -1
#> [111,] 0 0 0 -1 -1
#> [112,] 0 0 0 -1 -1
#> [113,] 0 0 0 -1 -1
#> [114,] 0 0 0 -1 -1
#> [115,] 0 0 0 -1 -1
#> [116,] 0 0 0 -1 -1
#> [117,] 0 0 0 -1 -1
#> [118,] 0 0 0 -1 -1
#> [119,] 0 0 0 -1 -1
#> [120,] 0 0 0 -1 -1
#> [121,] 0 0 0 -1 -1
#> [122,] 0 0 0 -1 -1
#> [123,] 0 0 0 -1 -1
#> [124,] 0 0 0 -1 -1
#> [125,] 0 0 0 -1 -1
#> [126,] 0 0 0 -1 -1
#> [127,] 0 0 0 -1 -1
#> [128,] 0 0 0 -1 -1
#> [129,] 0 0 0 -1 -1
#> [130,] 0 0 0 -1 -1
#> [131,] 0 0 0 -1 -1
#> [132,] 0 0 0 -1 -1
#> [133,] 0 0 0 -1 -1
#> [134,] 0 0 0 -1 -1
#> [135,] 0 0 0 -1 -1
#> [136,] 0 0 0 -1 -1
#> [137,] 0 0 0 -1 -1
#> [138,] 0 0 0 -1 -1
#> [139,] 0 0 0 -1 -1
#> [140,] 0 0 0 -1 -1
#> [141,] 0 0 0 -1 -1
#> [142,] 0 0 0 -1 -1
#> [143,] 0 0 0 -1 -1
#> [144,] 0 0 0 -1 -1
#> [145,] 0 0 0 -1 -1
#> [146,] 0 0 0 -1 -1
#> [147,] 0 0 0 -1 -1
#> [148,] 0 0 0 -1 -1
#> [149,] 0 0 0 -1 -1
#> [150,] 0 0 0 -1 -1
#> [151,] 0 0 0 -1 -1
#> [152,] 0 0 0 -1 -1
#> [153,] 0 0 0 -1 -1
#> [154,] 0 0 0 -1 -1
#> [155,] 0 0 0 -1 -1
#> [156,] 0 0 0 -1 -1
#> [157,] 0 0 0 -1 -1
#> [158,] 0 0 0 -1 -1
#> [159,] 0 0 0 -1 -1
#> [160,] 0 0 0 -1 -1
#> [161,] 0 0 0 -1 -1
#> [162,] 0 0 0 -1 -1
#> [163,] 0 0 0 -1 -1
#> [164,] 0 0 0 -1 -1
#> [165,] 0 0 0 -1 -1
#> [166,] 0 0 0 -1 -1
#> [167,] 0 0 0 -1 -1
#> [168,] 0 0 0 -1 -1
#> [169,] 0 0 0 -1 -1
#> [170,] 0 0 0 -1 -1
#> [171,] 0 0 0 -1 -1
#> [172,] 0 0 0 -1 -1
#> [173,] 0 0 0 -1 -1
#> [174,] 0 0 0 -1 -1
#> [175,] 0 0 0 -1 -1
#> [176,] 0 0 0 -1 -1
#> [177,] 0 0 0 -1 -1
#> [178,] 0 0 0 -1 -1
#> [179,] 0 0 0 -1 -1
#> [180,] 0 0 0 -1 -1
#> [181,] 0 0 0 -1 -1
#> [182,] 0 0 0 -1 -1
#> [183,] 0 0 0 -1 -1
#> [184,] 0 0 0 -1 -1
#> [185,] 0 0 0 -1 -1
#> [186,] 0 0 0 -1 -1
#> [187,] 0 0 0 -1 -1
#> [188,] 0 0 0 -1 -1
#> [189,] 0 0 0 -1 -1
#> [190,] 0 0 0 -1 -1
#> [191,] 0 0 0 -1 -1
#> [192,] 0 0 0 -1 -1
#> [193,] 0 0 0 -1 -1
#> [194,] 0 0 0 -1 -1
#> [195,] 0 0 0 -1 -1
#> [196,] 0 0 0 -1 -1
#> [197,] 0 0 0 -1 -1
#> [198,] 0 0 0 -1 -1
#> [199,] 0 0 0 -1 -1
#> [200,] 0 0 0 -1 -1
#> [201,] 0 0 0 -1 -1
#> [202,] 0 0 0 -1 -1
#> [203,] 0 0 0 -1 -1
#> [204,] 0 0 0 -1 -1
#> [205,] 0 0 0 -1 -1
#> [206,] 0 0 0 -1 -1
#> [207,] 0 0 0 -1 -1
#> [208,] 0 0 0 -1 -1
#> [209,] 0 0 0 -1 -1
#> [210,] 0 0 0 -1 -1
#> [211,] 0 0 0 -1 -1
#> [212,] 0 0 0 -1 -1
#> [213,] 0 0 0 -1 -1
#> [214,] 0 0 0 -1 -1
#> [215,] 0 0 0 -1 -1
#> [216,] 0 0 0 -1 -1
#> [217,] 0 0 0 -1 -1
#> [218,] 0 0 0 -1 -1
#> [219,] 0 1 0 -1 -1
#> [220,] 1 0 0 -1 -1
#> [221,] 0 0 0 -1 -1
#> [222,] 0 0 0 -1 -1
#> [223,] 0 0 0 -1 -1
#> [224,] 0 0 0 -1 -1
#> [225,] 0 0 0 -1 -1
#> [226,] 0 0 0 -1 -1
#> [227,] 0 0 0 -1 -1
#> [228,] 0 0 0 -1 -1
#> [229,] 0 0 0 -1 -1
#> [230,] 0 0 0 -1 -1
#> [231,] 0 0 0 -1 -1
#> [232,] 0 0 0 -1 -1
#> [233,] 0 0 0 -1 -1
#> [234,] 0 0 0 -1 -1
#> [235,] 0 0 0 -1 -1
#> [236,] 0 0 0 -1 -1
#> [237,] 0 0 0 -1 -1
#> [238,] 0 0 0 -1 -1
#> [239,] 0 0 0 -1 -1
#> [240,] 0 0 0 -1 -1
#> [241,] 0 0 0 -1 -1
#> [242,] 0 0 0 -1 -1
#> [243,] 0 0 0 -1 -1
#> [244,] 0 0 0 -1 -1
#> [245,] 0 0 0 -1 -1
#> [246,] 0 0 0 -1 -1
#> [247,] 0 0 0 -1 -1
#> [248,] 0 0 0 -1 -1
#> [249,] 0 0 0 -1 -1
#> [250,] 0 0 0 -1 -1
#> [251,] 0 0 0 -1 -1
#> [252,] 0 0 0 -1 -1
#> [253,] 0 0 0 -1 -1
#> [254,] 0 0 0 -1 -1
#> [255,] 0 0 0 -1 -1
#> [256,] 0 0 0 -1 -1
#> [257,] 0 0 0 -1 -1
#> [258,] 0 0 0 -1 -1
#> [259,] 0 0 0 -1 -1
#> [260,] 0 0 0 -1 -1
#> [261,] 0 0 0 -1 -1
#> [262,] 0 0 0 -1 -1
#> [263,] 0 0 0 -1 -1
#> [264,] 0 0 0 -1 -1
#> [265,] 0 0 0 -1 -1
#> [266,] 0 0 0 -1 -1
#> [267,] 0 0 0 -1 -1
#> [268,] 0 0 0 -1 -1
#> [269,] 0 0 0 -1 -1
#> [270,] 0 0 0 -1 -1
#> [271,] 0 0 0 -1 -1
#> [272,] 0 0 0 -1 -1
#> [273,] 0 0 0 -1 -1
#> [274,] 0 0 0 -1 -1
#> [275,] 0 0 0 -1 -1
#> [276,] 0 0 0 -1 -1
#> [277,] 0 0 1 -1 -1
#> [278,] 0 0 0 -1 -1
#> [279,] 0 0 0 -1 -1
#> [280,] 0 0 0 -1 0
#> [281,] 0 0 0 -1 0
#> [282,] 0 0 0 -1 0
#> [283,] 0 0 0 -1 0
#> [284,] 0 0 0 -1 0
#> [285,] 0 0 0 -1 0
#> [286,] 0 0 0 -1 0
#> [287,] 0 0 0 -1 0
#> [288,] 0 0 0 -1 0
#> [289,] 0 0 0 -1 0
#> [290,] 0 0 0 -1 0
#> [291,] 0 0 0 -1 0
#> [292,] 0 0 0 -1 0
#> [293,] 0 0 0 -1 0
#> [294,] 0 0 0 -1 0
#> [295,] 0 0 0 -1 0
#> [296,] 0 0 0 -1 0
#> [297,] 0 0 0 -1 0
#> [298,] 0 0 0 -1 0
#> [299,] 0 0 0 -1 0
#> [300,] 0 0 0 -1 0
#> [301,] 0 0 0 -1 0
#> [302,] 0 0 0 -1 0
#> [303,] 0 0 0 -1 0
#> [304,] 0 0 0 -1 0
#> [305,] 0 0 0 -1 0
#> [306,] 0 0 0 -1 0
#> [307,] 0 0 0 -1 0
#> [308,] 0 0 0 -1 0
#> [309,] 0 0 0 -1 0
#> [310,] 0 0 0 -1 0
#> [311,] 0 0 0 -1 0
#> [312,] 0 0 0 -1 0
#> [313,] 0 0 0 -1 0
#> [314,] 0 0 0 -1 0
#> [315,] 0 0 0 -1 0
#> [316,] 0 0 0 -1 0
#> [317,] 0 0 0 -1 0
#> [318,] 0 0 0 -1 0
#> [319,] 0 0 0 -1 0
#> [320,] 0 0 0 -1 0
#> [321,] 0 0 0 -1 0
#> [322,] 0 0 0 -1 0
#> [323,] 0 0 0 -1 0
#> [324,] 0 0 0 -1 0
#> [325,] 0 0 0 -1 0
#> [326,] 0 0 0 -1 0
#> [327,] 0 0 0 -1 0
#> [328,] 0 0 0 -1 0
#> [329,] 0 0 0 -1 0
#> [330,] 0 0 0 -1 0
#> [331,] 0 0 0 -1 0
#> [332,] 0 0 0 -1 0
#> [333,] 0 0 0 -1 0
#> [334,] 0 0 0 -1 0
#> [335,] 0 0 0 -1 0
#> [336,] 0 0 0 -1 0
#> [337,] 0 0 0 -1 0
#> [338,] 0 0 0 -1 0
#> [339,] 0 0 0 -1 0
#> [340,] 0 0 0 -1 0
#> [341,] 0 0 0 -1 0
#> [342,] 0 0 0 -1 0
#> [343,] 0 0 0 -1 0
#> [344,] 0 0 0 -1 0
#> [345,] 0 0 0 -1 0
#> [346,] 0 0 0 -1 0
#> [347,] 0 0 0 -1 0
#> [348,] 0 0 0 -1 0
#> [349,] 0 0 0 -1 0
#> [350,] 0 0 0 -1 0
#> [351,] 0 0 0 -1 0
#> [352,] 0 0 0 -1 0
#> [353,] 0 0 0 -1 0
#> [354,] 0 0 0 -1 0
#> [355,] 0 0 0 -1 0
#> [356,] 0 0 0 -1 0
#> [357,] 0 0 0 -1 0
#> [358,] 0 0 0 -1 0
#> [359,] 0 0 0 -1 0
#> [360,] 0 0 0 -1 0
#> [361,] 0 0 0 -1 0
#> [362,] 0 0 0 -1 0
#> [363,] 0 0 0 -1 0
#> [364,] 0 0 0 -1 0
#> [365,] 0 0 0 -1 0
#> [366,] 0 0 0 -1 0
#> [367,] 0 0 0 -1 0
#> [368,] 0 0 0 -1 0
#> [369,] 0 0 0 -1 0
#> [370,] 0 0 0 -1 0
#> [371,] 0 0 0 -1 0
#> [372,] 0 0 0 -1 0
#> [373,] 0 0 0 -1 0
#> [374,] 0 0 0 -1 0
#> [375,] 0 0 0 -1 0
#> [376,] 0 0 0 -1 0
#> [377,] 0 0 0 -1 0
#> [378,] 0 0 0 -1 0
#> [379,] 0 0 0 -1 0
#> [380,] 0 0 0 -1 0
#> [381,] 0 0 0 -1 0
#> [382,] 0 0 0 -1 0
#> [383,] 0 0 0 -1 0
#> [384,] 0 0 0 -1 0
#> [385,] 0 0 0 -1 0
#> [386,] 0 0 0 -1 0
#> [387,] 0 0 0 -1 0
#> [388,] 0 0 0 -1 0
#> [389,] 0 0 0 -1 0
#> [390,] 0 0 0 -1 0
#> [391,] 0 0 0 -1 0
#> [392,] 0 0 0 -1 0
#> [393,] 0 0 0 -1 0
#> [394,] 0 0 0 -1 0
#> [395,] 0 0 0 -1 0
#> [396,] 0 0 0 -1 0
#> [397,] 0 0 0 -1 0
#> [398,] 0 0 0 -1 0
#> [399,] 0 0 0 -1 0
#> [400,] 0 0 0 0 0
#> [401,] 0 0 0 0 0
#> [402,] 0 0 0 0 0
#> [403,] 0 0 0 0 0
#> [404,] 0 0 0 0 0
#> [405,] 0 0 0 0 0
#> [406,] 0 0 0 0 0
#> [407,] 0 0 0 0 0
#> [408,] 0 0 0 0 0
#> [409,] 0 0 0 0 0
#> [410,] 0 0 0 0 0
#> [411,] 0 0 0 0 0
#> [412,] 0 0 0 0 0
#> [413,] 0 0 0 0 0
#> [414,] 0 0 0 0 0
#> [415,] 0 0 0 0 0
#> [416,] 0 0 0 0 0
#> [417,] 0 0 0 0 0
#> [418,] 0 0 0 0 0
#> [419,] 0 0 0 0 0
#> [420,] 0 0 0 0 0
#> [421,] 0 0 0 0 0
#> [422,] 0 0 0 0 0
#> [423,] 0 0 0 0 0
#> [424,] 0 0 0 0 0
#> [425,] 0 0 0 0 0
#>
#> $model$b
#> [1] -210.91745 199.66569 -192.39785 84.32270 -77.78577
#>
#> $model$bcov
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 1.258544e+03 5.076022e+01 -8.906666e-01 -1.197400e-05 -0.827996523
#> [2,] 5.076022e+01 1.258545e+03 -9.422003e-01 -1.454505e-05 -1.048251277
#> [3,] -8.906666e-01 -9.422003e-01 1.322416e+03 5.431398e-04 155.010519468
#> [4,] -1.197400e-05 -1.454505e-05 5.431398e-04 3.654102e+02 0.004446791
#> [5,] -8.279965e-01 -1.048251e+00 1.550105e+02 4.446791e-03 364.501084888
#>
#> $model$linearized
#> [1] 466.6369 509.1369 450.3369 465.6369 444.9369 471.6369 459.2369
#> [8] 529.4369 895.8369 385.7369 384.5369 478.6369 509.9369 517.1369
#> [15] 468.9369 474.8369 464.7369 489.2369 491.8369 575.2369 970.2369
#> [22] 421.2369 421.0369 491.2369 493.8369 604.4369 506.9369 549.9369
#> [29] 509.9369 529.3369 563.1369 629.7369 1045.9369 522.8369 459.0369
#> [36] 532.3369 594.2369 706.8369 568.3369 609.3369 589.0369 569.6369
#> [43] 643.6369 703.6369 1194.0369 577.0369 484.7369 553.9369 600.8369
#> [50] 758.1369 559.9369 669.7369 587.6369 668.4369 672.1369 707.4369
#> [57] 1374.4369 620.4369 519.7369 606.4369 680.6369 720.5369 677.0369
#> [64] 727.4369 608.1369 678.8369 715.6369 749.7369 1466.6369 637.5369
#> [71] 557.6369 684.6369 722.2369 747.3369 728.5369 690.0369 657.4369
#> [78] 729.8369 736.1369 876.8369 1576.5369 638.0369 558.5369 725.5369
#> [85] 704.1369 771.3369 792.8369 721.6369 730.3369 764.4369 758.2369
#> [92] 930.3369 1575.9369 684.7369 592.7369 733.3369 750.6369 822.0369
#> [99] 838.9369 716.8369 765.9369 747.6369 793.1369 938.0369 1569.6369
#> [106] 700.5369 611.2369 725.7369 754.7369 834.7369 753.4369 801.0369
#> [113] 776.9369 748.0369 865.1369 951.2369 1606.8369 746.5369 672.4369
#> [120] 708.0369 837.9369 885.1369 832.5369 794.7369 730.1369 826.3369
#> [127] 909.0369 975.1369 1657.4369 768.6369 649.5369 760.6369 847.2369
#> [134] 913.1369 893.6369 778.0369 735.2369 851.2369 893.4369 976.5369
#> [141] 1717.0369 752.2369 670.9369 828.0369 838.2369 914.5369 919.1369
#> [148] 789.4369 805.3369 893.5369 941.1369 1006.9369 1824.0369 758.9369
#> [155] 689.0369 817.7369 912.5369 933.7369 913.3369 887.1369 880.4369
#> [162] 863.3369 927.1369 1073.9369 1863.7369 839.6369 743.6369 818.5369
#> [169] 901.7369 969.3369 915.1369 914.5369 895.4369 840.2369 940.2369
#> [176] 1088.1369 1844.1369 847.4369 733.9369 864.4369 855.5369 1001.3369
#> [183] 836.7369 977.6369 842.5369 945.6369 983.4369 1117.8369 1885.6369
#> [190] 923.8369 722.7369 829.4369 976.6369 976.7369 855.9369 1048.8369
#> [197] 876.4369 945.9369 1027.8369 1144.2369 1982.2369 948.5369 744.9369
#> [204] 909.7369 959.7369 1017.7369 900.9369 1061.0369 906.0369 1008.8369
#> [211] 1050.2369 1213.7369 2076.1369 931.4369 804.7369 908.4369 1031.2369
#> [218] 1058.8369 972.3712 1076.7544 1015.7369 1061.1369 1076.9369 1239.0369
#> [225] 2184.0369 978.4369 821.1369 1024.0369 1045.7369 1130.0369 1031.4369
#> [232] 1107.3369 969.5369 1019.4369 1138.5369 1351.3369 2276.0369 1034.4369
#> [239] 847.9369 1050.4369 1081.8369 1197.4369 1149.5369 1082.2369 1072.4369
#> [246] 1066.6369 1217.9369 1501.6369 2345.1369 1105.8369 907.0369 1099.2369
#> [253] 1228.9369 1243.6369 1244.4369 1188.5369 1107.7369 1204.7369 1322.6369
#> [260] 1534.7369 2430.7369 1189.4369 996.3369 1137.9369 1283.6369 1286.8369
#> [267] 1390.6369 1312.4369 1173.3369 1324.4369 1364.8369 1543.2369 2507.3369
#> [274] 1252.8369 1043.8369 1307.3369 1352.6348 1270.7369 1460.7369 1374.4227
#> [281] 1295.0227 1362.1227 1398.7227 1624.7227 2620.3227 1278.0227 1122.0227
#> [288] 1288.8227 1432.9227 1351.9227 1513.3227 1496.3227 1323.5227 1303.4227
#> [295] 1428.9227 1707.6227 2695.4227 1351.6227 1131.3227 1415.9227 1386.9227
#> [302] 1449.4227 1575.8227 1546.6227 1399.8227 1437.6227 1524.9227 1772.2227
#> [309] 2831.3227 1482.1227 1224.8227 1436.0227 1480.9227 1505.4227 1485.9227
#> [316] 1666.6227 1352.7227 1467.6227 1536.7227 1760.2227 2970.4227 1535.3227
#> [323] 1140.9227 1471.2227 1593.4227 1603.7227 1584.8227 1655.0227 1425.8227
#> [330] 1484.2227 1618.6227 1820.9227 2879.4227 1553.4227 1196.2227 1464.2227
#> [337] 1474.0227 1511.5227 1635.7227 1665.3227 1408.3227 1506.3227 1549.2227
#> [344] 1789.8227 2836.7227 1496.9227 1201.8227 1405.9227 1556.9227 1493.2227
#> [351] 1556.2227 1616.8227 1377.8227 1430.0227 1489.0227 1744.3227 2814.8227
#> [358] 1446.7227 1216.0227 1433.5227 1475.5227 1541.2227 1700.7227 1507.7227
#> [365] 1443.3227 1452.1227 1526.9227 1757.2227 2837.6227 1481.7227 1197.9227
#> [372] 1481.6227 1423.4227 1526.2227 1621.7227 1474.9227 1421.5227 1443.7227
#> [379] 1547.6227 1753.2227 2809.8227 1535.3227 1149.2227 1377.5227 1527.2227
#> [386] 1496.1227 1545.9227 1585.9227 1338.5227 1440.7227 1563.0227 1772.0227
#> [393] 2841.2227 1555.5227 1138.1227 1451.5227 1526.5227 1513.0227 1565.2227
#> [400] 1540.9000 1331.9000 1400.1000 1566.3000 1730.5000 2913.6000 1519.2000
#> [407] 1155.8000 1451.5000 1451.0000 1449.7000 1596.1000 1468.3000 1293.9000
#> [414] 1393.5000 1497.4000 1684.3000 2850.4000 1428.5000 1092.4000 1370.3000
#> [421] 1522.6000 1452.4000 1557.2000 1445.5000 1303.1000
#>
#>
#> $likelihood
#> $likelihood$initial
#> $likelihood$initial$ll
#> [1] -2218.964
#>
#> $likelihood$initial$ssq
#> [1] 1139531
#>
#> $likelihood$initial$nobs
#> [1] 425
#>
#> $likelihood$initial$neffective
#> [1] -1
#>
#> $likelihood$initial$nparams
#> [1] 3
#>
#> $likelihood$initial$df
#> [1] 409
#>
#> $likelihood$initial$aic
#> [1] 4443.928
#>
#> $likelihood$initial$aicc
#> [1] 4443.987
#>
#> $likelihood$initial$bic
#> [1] 4455.991
#>
#> $likelihood$initial$bic2
#> [1] 10.81551
#>
#> $likelihood$initial$bicc
#> [1] 7.954332
#>
#> $likelihood$initial$hannanquinn
#> [1] 4448.7
#>
#>
#> $likelihood$final
#> $likelihood$final$ll
#> [1] -2167.948
#>
#> $likelihood$final$ssq
#> [1] 892303.8
#>
#> $likelihood$final$nobs
#> [1] 425
#>
#> $likelihood$final$neffective
#> [1] -1
#>
#> $likelihood$final$nparams
#> [1] 6
#>
#> $likelihood$final$df
#> [1] 406
#>
#> $likelihood$final$aic
#> [1] 4347.896
#>
#> $likelihood$final$aicc
#> [1] 4348.104
#>
#> $likelihood$final$bic
#> [1] 4372.023
#>
#> $likelihood$final$bic2
#> [1] 10.61171
#>
#> $likelihood$final$bicc
#> [1] 7.753609
#>
#> $likelihood$final$hannanquinn
#> [1] 4357.439
#>
#>
#>
#> attr(,"class")
#> [1] "JD3_REGARIMA_OUTLIERS"