Detects and determines outliers and simultaneously estimates the model parameters in a time series where the underlying outlier-free series follows a general seasonal or non-seasonal ARMA model.
TS_OUTLIER_IDENTIFICATION (timeseries_expression, p_value, q_value, s_value, d_value, [, delta_value[, critical_value]])
OVER (window-spec)
This function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.