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Econometrics Procedures
 

UCM Procedure

OUTLIER Statement

  • OUTLIER <options>;

The OUTLIER statement enables you to control the reporting of the additive outliers (AO) and level shifts (LS) in the response series. The AOs are searched by default. You can search for LSs by using the CHECKBREAK option in the LEVEL statement.

You can specify the following options:

ALPHA=significance-level

specifies the significance level for reporting the outliers. By default, ALPHA=0.05.

MAXNUM=number

specifies the number of outliers to search for. By default, MAXNUM=5.

MAXPCT=number

is similar to the MAXNUM= option. The MAXPCT= option enables you to limit the number of outliers to search for according to a percentage of the series length. By default, MAXPCT=1.

Note: The number of outliers that are searched for is always the lower of the two numbers implied by the MAXNUM= and MAXPCT= options, regardless of whether they are explicitly specified or set to their defaults.

PRINT=SHORT | DETAIL

controls the printed output of the outlier search. The PRINT=SHORT option, which is the default, produces an outlier summary table that contains the most significant outliers, either AO or LS, that the outlier search finds. The PRINT=DETAIL option produces, in addition to the outlier summary table, separate tables that contain the AO and LS structural break chi-square statistics that are computed at each time point in the estimation span.

Last updated: July 09, 2026