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tsoutliers (version 0.6)

Detection of Outliers in Time Series

Description

Detection of outliers in time series following the Chen and Liu (1993) procedure. Innovative outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

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Install

install.packages('tsoutliers')

Monthly Downloads

2,534

Version

0.6

License

GPL-2

Last Published

January 27th, 2015

Functions in tsoutliers (0.6)