lookout (version 0.1.4)

lookout_ts: Identifies outliers in univariate time series using the algorithm lookout.

Description

This is the time series implementation of lookout.

Usage

lookout_ts(x, alpha = 0.05)

Value

A lookout object.

Arguments

x

The input univariate time series.

alpha

The level of significance. Default is 0.05.

See Also

lookout

Examples

set.seed(1)
x <- arima.sim(list(order = c(1,1,0), ar = 0.8), n = 200)
x[50] <- x[50] + 10
plot(x)
lo <- lookout_ts(x)
lo