residout: Residuals control chart

View source: R/residout.R

residoutR Documentation

Residuals control chart

Description

Create a control chart of residuals and identify outliers.

Usage

residout(resid, t = 2, outplot = c(TRUE, FALSE))

Arguments

resid

vector of residuals.

t

threshold value over which standardised residuals are regarded as outliers.

outplot

if TRUE, then a control chart of the standardised residuals is plotted.

Value

A list containing:

  • location: locations of outliers.

  • outliers: values of outliers.

  • residuals: standardised residuals.

Author(s)

Nikolaos Kourentzes, nikolaos@kourentzes.com.

Examples

residout(rnorm(50), outplot=TRUE)


tsutils documentation built on Nov. 15, 2023, 1:08 a.m.