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

View on CRAN

Functions

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

Files

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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