tramooutliers: Title

In palatej/rjdoutliers: Outliers detection with JD+

Title

Description

Title

Usage

tramooutliers(
  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,
  ml = F
)

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
ml	Use of maximum likelihood (otherwise approximation by means of Hannan-Rissanen)

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