tsclean: Identify and replace outliers and missing values in a time...

Description Usage Arguments Value Author(s) See Also Examples

View source: R/clean.R

Description

Uses supsmu for non-seasonal series and a periodic stl decomposition with seasonal series to identify outliers. To estimate missing values and outlier replacements, linear interpolation is used on the (possibly seasonally adjusted) series

Usage

1
tsclean(x, replace.missing = TRUE, lambda = NULL)

Arguments

x

time series

replace.missing

If TRUE, it not only replaces outliers, but also interpolates missing values

lambda

a numeric value giving the Box-Cox transformation parameter

Value

Time series

Author(s)

Rob J Hyndman

See Also

na.interp, tsoutliers, supsmu

Examples

1
cleangold <- tsclean(gold)

a1967fa/f-cast documentation built on May 29, 2019, 12:05 a.m.