tsoutliers

0th

Percentile

Identify and replace outliers in a time series

Uses supsmu for non-seasonal series and a periodic stl decomposition 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

Aliases
  • tsoutliers
Examples
# NOT RUN {
data(gold)
tsoutliers(gold)

# }
Documentation reproduced from package forecast, version 8.2, License: GPL-3

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