tsoutliers

0th

Percentile

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

See Also

na.interp, tsclean

Aliases
  • tsoutliers
Examples
data(gold)
tsoutliers(gold)
Documentation reproduced from package forecast, version 7.3, License: GPL (>= 2)

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