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

na.interp, tsclean

Examples

data(gold)
tsoutliers(gold)

Documentation reproduced from package forecast, version 7.1, License: GPL (>= 2)

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