tsoutliers: Detection of Outliers in Time Series
Version 0.6-6

Detection of outliers in time series following the Chen and Liu (1993) procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Browse man pages Browse package API and functions Browse package files

AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
Date of publication2017-05-27 21:23:39 UTC
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version0.6-6
URL https://jalobe.com
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tsoutliers")

Man pages

bde9915: Data Set: Working Paper 'bde9915'
calendar-effects: Calendar Effects
coefs2poly: Product of the Polynomials in an ARIMA Model
discard-outliers: Stage II of the Procedure: Discard Outliers
find-consecutive-outliers: Find outliers at consecutive time points
hicp: Data Set: Harmonised Indices of Consumer Prices
ipi: Data Set: Industrial Production Indices
jarque-bera-test: Jarque-Bera Test for Normality
locate-outliers: Stage I of the Procedure: Locate Outliers (Baseline Function)
locate-outliers-loops: Stage I of the Procedure: Locate Outliers (Loop Around...
outliers-data-frame: Define Outliers in a Data Frame
outliers-effects: Create the Pattern of Different Types of Outliers
outliers-regressors: Regressor Variables for the Detection of Outliers
outliers-tstatistics: Test Statistics for the Significance of Outliers
plot-tsoutliers: Display Outlier Effects Detected by 'tsoutliers'
print-tsoutliers: Print 'tsoutliers' object
remove-outliers-deprecated: Stage II of the Procedure: Discard Outliers
tsoutliers: Automatic Procedure for Detection of Outliers
tsoutliers-package: Automatic Detection of Outliers in Time Series

Functions

JarqueBera.test Man page Source code
JarqueBera.test.Arima Man page Source code
JarqueBera.test.default Man page Source code
bde9915 Man page
calendar.effects Man page Source code
coefs2poly Man page Source code
discard.outliers Man page Source code
find.consecutive.outliers Man page Source code
hicp Man page
ipi Man page
locate.outliers Man page Source code
locate.outliers.iloop Man page Source code
locate.outliers.oloop Man page Source code
outliers Man page Source code
outliers.effects Man page Source code
outliers.regressors Man page Source code
outliers.regressors.ArimaPars Source code
outliers.regressors.default Source code
outliers.regressors.stsmSS Source code
outliers.tstatistics Man page Source code
outliers.tstatistics.ArimaPars Source code
outliers.tstatistics.default Source code
outliers.tstatistics.stsmSS Source code
plot.tsoutliers Man page Source code
print.mhtest Man page Source code
print.tsoutliers Man page Source code
remove.outliers Man page Source code
tso Man page Source code
tso0 Man page Source code
tsouliers-package Man page
tstas.stsm Man page
tstats.arima Man page

Files

inst
inst/doc
inst/doc/index.html
inst/doc/tsoutliers-intro.R
inst/doc/tsoutliers-intro.pdf
inst/doc/tsoutliers-intro.Rnw
NAMESPACE
NEWS
data
data/hicp.rda
data/bde9915.rda
data/ipi.rda
R
R/print-tsoutliers.R
R/outliers-data-frame.R
R/calendar-effects.R
R/tso.R
R/coefs2poly.R
R/JarqueBera-test.R
R/outliers-effects.R
R/locate-outliers.R
R/find-consecutive-outliers.R
R/outliers-regressors-arima.R
R/discard-outliers.R
R/plot-tsoutliers.R
R/remove-outliers-deprecated.R
R/outliers-regressors-stsm.R
R/outliers-tstatistics.R
vignettes
vignettes/tsoutliers-intro.Rnw
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
man
man/outliers-effects.Rd
man/calendar-effects.Rd
man/discard-outliers.Rd
man/outliers-regressors.Rd
man/jarque-bera-test.Rd
man/remove-outliers-deprecated.Rd
man/outliers-data-frame.Rd
man/ipi.Rd
man/outliers-tstatistics.Rd
man/locate-outliers-loops.Rd
man/coefs2poly.Rd
man/bde9915.Rd
man/hicp.Rd
man/tsoutliers-package.Rd
man/find-consecutive-outliers.Rd
man/locate-outliers.Rd
man/tsoutliers.Rd
man/print-tsoutliers.Rd
man/plot-tsoutliers.Rd
tsoutliers documentation built on May 28, 2017, 1:02 a.m.