ecjbosu/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.

Getting started

Package details

AuthorJavier López-de-Lacalle <[email protected]>
MaintainerJavier López-de-Lacalle <[email protected]>
LicenseGPL-2
Version0.6-5
URL http://jalobe.com
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ecjbosu/tsoutliers")
ecjbosu/tsoutliers documentation built on May 13, 2017, 12:05 p.m.