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 <[email protected]>
MaintainerJavier López-de-Lacalle <[email protected]>
URL https://jalobe.com
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tsoutliers package in your browser

Any scripts or data that you put into this service are public.

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