preliminary_outlier_scan
Detect extreme outliers in differenced time series before ARMA order selection, preventing distorted ACF/PACF and guiding intervention decisions.
Instructions
Scan the differenced series for extreme observations BEFORE choosing ARMA orders.
"Lo más obvio primero": a large outlier in the differenced series distorts ACF/PACF coefficients (subestimated due to inflated variance). Treating the outlier BEFORE identification gives cleaner, more informative ACF/PACF.
Returns the standardised ∇ᵈ∇ᴰ series with ±2σ bands and outliers marked, plus a recommendation on whether to add interventions before identifying (p, q).
Parameters
inp_path : path to the .inp file d : confirmed regular differencing order D : confirmed seasonal differencing order lam : confirmed Box-Cox lambda (0.0=log, 1.0=identity) threshold : |z| threshold for flagging extremes (default 3.5)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| D | Yes | ||
| d | Yes | ||
| lam | No | ||
| inp_path | Yes | ||
| threshold | No |