tsoutliers (version 0.6-10)

Detection of Outliers in Time Series

Description

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

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Install

install.packages('tsoutliers')

Monthly Downloads

8,524

Version

0.6-10

License

GPL-2

Last Published

February 12th, 2024

Functions in tsoutliers (0.6-10)