forecast (version 6.0)

tsoutliers: Identify and replace outliers in a time series

Description

Uses loess for non-seasonal series and a periodic stl decompostion with seasonal series to identify and replace outliers.

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

  • indexIndicating the index of outlier(s)
  • replacementSuggested numeric values to replace identified outliers

See Also

na.interp, tsclean

Examples

Run this code
data(gold)
tsoutliers(gold)

Run the code above in your browser using DataCamp Workspace