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.

AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
Date of publication2016-12-08 15:30:05
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL-2
Version0.6-5
http://jalobe.com

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Files in this package

tsoutliers
tsoutliers/inst
tsoutliers/inst/doc
tsoutliers/inst/doc/index.html
tsoutliers/inst/doc/tsoutliers-intro.R
tsoutliers/inst/doc/tsoutliers-intro.pdf
tsoutliers/inst/doc/tsoutliers-intro.Rnw
tsoutliers/NAMESPACE
tsoutliers/NEWS
tsoutliers/data
tsoutliers/data/hicp.rda
tsoutliers/data/bde9915.rda
tsoutliers/data/ipi.rda
tsoutliers/R
tsoutliers/R/print-tsoutliers.R tsoutliers/R/outliers-data-frame.R tsoutliers/R/calendar-effects.R tsoutliers/R/remove-outliers.R tsoutliers/R/tso.R tsoutliers/R/coefs2poly.R tsoutliers/R/JarqueBera-test.R tsoutliers/R/outliers-effects.R tsoutliers/R/locate-outliers.R tsoutliers/R/find-consecutive-outliers.R tsoutliers/R/outliers-regressors-arima.R tsoutliers/R/plot-tsoutliers.R tsoutliers/R/outliers-regressors-stsm.R tsoutliers/R/outliers-tstatistics.R
tsoutliers/vignettes
tsoutliers/vignettes/tsoutliers-intro.Rnw
tsoutliers/MD5
tsoutliers/build
tsoutliers/build/vignette.rds
tsoutliers/build/partial.rdb
tsoutliers/DESCRIPTION
tsoutliers/man
tsoutliers/man/outliers-effects.Rd tsoutliers/man/calendar-effects.Rd tsoutliers/man/outliers-regressors.Rd tsoutliers/man/remove-outliers.Rd tsoutliers/man/jarque-bera-test.Rd tsoutliers/man/outliers-data-frame.Rd tsoutliers/man/ipi.Rd tsoutliers/man/outliers-tstatistics.Rd tsoutliers/man/locate-outliers-loops.Rd tsoutliers/man/coefs2poly.Rd tsoutliers/man/bde9915.Rd tsoutliers/man/hicp.Rd tsoutliers/man/tsoutliers-package.Rd tsoutliers/man/find-consecutive-outliers.Rd tsoutliers/man/locate-outliers.Rd tsoutliers/man/tsoutliers.Rd tsoutliers/man/print-tsoutliers.Rd tsoutliers/man/plot-tsoutliers.Rd

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