tsoutliers: Detection of Outliers in Time Series

Detection of outliers in time series following the Chen and Liu (1993) <DOI:10.2307/2290724> procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Package details

AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version0.6-8
URL https://jalobe.com
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsoutliers")

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tsoutliers documentation built on May 2, 2019, 4:56 a.m.