forecast (version 7.1)

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

index

Indicating the index of outlier(s)

replacement

Suggested numeric values to replace identified outliers

See Also

na.interp, tsclean

Examples

data(gold)
tsoutliers(gold)