tsoutliers: Identify and replace outliers in a time series

Description

Uses supsmu for non-seasonal series and a periodic stl decomposition with
seasonal series to identify outliers and estimate their replacements.

Usage

tsoutliers(x, iterate = 2, lambda = NULL)

Value

index

Indicating the index of outlier(s)

replacement

Suggested numeric values to replace identified outliers

Arguments

x

time series

iterate

the number of iterations required

lambda

Box-Cox transformation parameter. If lambda="auto",
then a transformation is automatically selected using BoxCox.lambda.
The transformation is ignored if NULL. Otherwise,
data transformed before model is estimated.