FRED_MD

<p>Data obtained from the Federal Research Bank after process
to remove missing values.</p>

datasets

Programs for detecting and cleaning outliers in single time series and in time series from homogeneous and heterogeneous databases using an Orthogonal Greedy Algorithm (OGA) for saturated linear regression models. The programs implement the procedures presented in the paper entitled "Efficient Outlier Detection for Large Time Series Databases" by Pedro Galeano, Daniel Peña and Ruey S. Tsay (2026), working paper, Universidad Carlos III de Madrid. Version 1.1.2 fixes one bug.

Pedro Galeano

outliers.ts.oga

Efficient Outlier Detection for Large Time Series Databases

Daniel Peña

Ruey S. Tsay

FRED_MD function

<p>An object of class <code>"data.frame"</code>.</p>

FRED_MD: Federal Reserve Bank at St Louis.

Description

Usage

Arguments

Format