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.

Package details

AuthorJavier López-de-Lacalle <javlacalle@yahoo.es>
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
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("remotes")
remotes::install_github("ecjbosu/tsoutliers")
ecjbosu/tsoutliers documentation built on May 15, 2019, 7:53 p.m.