Description Usage Arguments Details Value Examples
Creates a ts
or zoo
object with 1's in outlier positions and 0's elsewhere.
1 | tsMapOutliers(x, range = c(0.01, 0.99))
|
x |
The time series data may not be stationary. |
range |
Quantile range of acceptable values, defaults to |
uses tsDummy()
in identified outliers.
ots a dummy ts
object with 1 when the outlier is detected and 0 everywhere else.
1 2 3 | x <- ts( c(8,rnorm(10),-15), start=c(2000,1),freq=12 )
xo1 <- tsMapOutliers( x )
xo2 <- tsMapOutliers( x, c(.05,.95) )
|
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