bde9915

Data set employed for illustration in the working paper referenced below.

datasets

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.

Javier López-de-Lacalle

tsoutliers

Automatic Detection of Outliers in Time Series

bde9915 function

A list containing the following monthly series:
<ul><li>gipi: Italian industrial production index (1981:1-1996:12);</li><li>euprin: European price index of industrial production (1981:1-1993:1) (*);</li><li>metipi: Spanish production index of metal products (1980:1-1997:7).</li></ul>
(*) 1993:12 is reported in the reference document.

bde9915: Data Set: Working Paper bde9915

Description

Usage

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References