forecast (version 7.3)

tsoutliers: Identify and replace outliers in a time series

Description

Uses supsmu for non-seasonal series and a periodic stl decompostion with seasonal series to identify outliers and estimate their replacements.

Usage

tsoutliers(x, iterate = 2, lambda = NULL)

Arguments

x
time series
iterate
the number of iteration only for non-seasonal series
lambda
Allowing Box-cox transformation

Value

See Also

na.interp, tsclean

Examples

Run this code
data(gold)
tsoutliers(gold)

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