tsoutliers
From forecast v7.1
by Rob Hyndman
Identify and replace outliers in a time series
Uses supsmu for non-seasonal series and a periodic stl decompostion with seasonal series to identify outliers and estimate their replacements.
- Keywords
- ts
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
Examples
data(gold)
tsoutliers(gold)
Community examples
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