tsoutliers: Identify and replace outliers in a time series

In a1967fa/f-cast: Forecasting Functions for Time Series and Linear Models

Description

Uses supsmu for non-seasonal series and a periodic stl decomposition with seasonal series to identify outliers and estimate their replacements.

Usage

tsoutliers(x, iterate = 2, lambda = NULL)

Arguments

x	time series
iterate	the number of iteration only for non-seasonal series
lambda	Allowing Box-cox transformation

Value

index	Indicating the index of outlier(s)
replacement	Suggested numeric values to replace identified outliers

Author(s)

Rob J Hyndman

See Also

na.interp, tsclean

Examples

data(gold)
tsoutliers(gold)

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