regarimaoutliers: Title

In palatej/rjdoutliers: Outliers detection with JD+

Title

Description

Title

Usage

regarimaoutliers(
  y,
  order = c(0L, 1L, 1L),
  seasonal = c(0L, 1L, 1L),
  mean = F,
  X = NULL,
  X.td = NULL,
  ao = T,
  ls = T,
  tc = F,
  so = F,
  cv = 0
)

Arguments

y	Series
order	Regular orders (p,d,q)
seasonal	Seasonal orders (bp, bd, bq)
mean	Mean correction
X	Regression variables
X.td	Trading days ( groups of days: for instance X.td=c(1,1,1,1,1,2,0))
ao	Detection of additive outliers
ls	Detection of level shifts
tc	Detection of transitory changes
so	Detection of seasonal outliers
cv	Critical value

palatej/rjdoutliers documentation built on April 13, 2024, 5:55 p.m.