tsclean: Identify and replace outliers and missing values in a time series
Description
Uses supsmu for non-seasonal series and a periodic stl decompostion
with seasonal series to identify outliers. To estimate missing values and outlier replacements, linear interpolation is used on the (possibly seasonally adjusted) series
Usage
tsclean(x, replace.missing = TRUE, lambda = NULL)
Arguments
x
time series
replace.missing
If TRUE, it not only replaces outliers, but also interpolates missing values
lambda
a numeric value giving the Box-Cox transformation parameter