tsoutliers
From forecast v8.1
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
Indicating the index of outlier(s)
Suggested numeric values to replace identified outliers
See Also
Examples
# NOT RUN {
data(gold)
tsoutliers(gold)
# }
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