tsoutliers: Detection of Outliers in Time Series

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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.

Author
Javier López-de-Lacalle <javlacalle@yahoo.es>
Date of publication
2016-07-07 23:44:57
Maintainer
Javier López-de-Lacalle <javlacalle@yahoo.es>
License
GPL-2
Version
0.6-3
URLs

View on CRAN

Man pages

bde9915
Data Set: Working Paper 'bde9915'
calendar-effects
Calendar Effects
coefs2poly
Product of the Polynomials in an ARIMA Model
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'
remove-outliers
Stage II of the Procedure: Remove Outliers
tsoutliers
Automatic Procedure for Detection of Outliers
tsoutliers-package
Automatic Detection of Outliers in Time Series

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/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/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/locate-outliers.Rd
tsoutliers/man/tsoutliers.Rd
tsoutliers/man/plot-tsoutliers.Rd