tsMapOutliers: Maps outliers to a dummy series.

Description Usage Arguments Details Value Examples

Description

Creates a ts or zoo object with 1's in outlier positions and 0's elsewhere.

Usage

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tsMapOutliers(x, range = c(0.01, 0.99))

Arguments

x

The time series data may not be stationary.

range

Quantile range of acceptable values, defaults to range=c(0.01,0.99).

Details

uses tsDummy() in identified outliers.

Value

ots a dummy ts object with 1 when the outlier is detected and 0 everywhere else.

Examples

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x <- ts( c(8,rnorm(10),-15), start=c(2000,1),freq=12 )
xo1 <- tsMapOutliers( x )
xo2 <- tsMapOutliers( x, c(.05,.95) )

fcbarbi/macroR documentation built on May 16, 2019, 12:05 p.m.