out.threshold not used

[ncooder]

I think that in this place, even though the out.tolerance is assigned:

boiwsa/R/boiwsa.R

Line 353 in e07fc92

if(min(Tt)<out.tolerance){

The out.threshold in the IDE looks like it is never used. Can you simply pass in the find_outliers out.threshold as an argument?

[timginker]

This is a straightforward application of the standard algorithm for outlier detection. There may be situations where backward deletion is necessary. For more details, see Findley, D.F., Monsell, B.C., Bell, W.R., Otto, M.C., and Chen, B.C. (1998). "New capabilities and methods of the X-12-ARIMA seasonal-adjustment program." Journal of Business & Economic Statistics, 16(2), pp. 127-152.

[ncooder]

@timginker I see, but since you are passing out.tolerance=out.threshold what is the difference then for find_outliers?

[timginker]

Oh, I think I understand. It's just a matter of unsuccessful naming, I guess. Initially, I called it out.tolerance and then changed it to out.threshold. So, it's the same argument.

The method starts by checking each observation for being an outlier and adding it if necessary (forward addition step). Then we proceed to backward deletion, because after more outliers are added, some that initially were significant may not be anymore, and they are deleted starting from the least significant. I assume that if there are just a few outliers, the backward deletion makes no change to the initial list of outliers.