⚠️There's a newer version (0.6-10) of this package. Take me there.

tsoutliers (version 0.3)

Automatic Detection of Outliers in Time Series

Description

This package implements a procedure based on the approach described in Chen and Liu (1993) for automatic detection of outliers in time series. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Copy Link

Version

Down Chevron

Install

install.packages('tsoutliers')

Monthly Downloads

8,524

Version

0.3

License

GPL-2

Last Published

June 17th, 2014

Functions in tsoutliers (0.3)