tsoutliers (version 0.6-6)

remove.outliers-deprecated: Stage II of the Procedure: Discard Outliers

Description

As of version 0.6-6, remove.outliers has been renamed as discard.outliers. discard.outliers should be used.

Usage

remove.outliers(x, y, cval = NULL, 
  method = c("en-masse", "bottom-up"), 
  delta = 0.7, n.start = 50, tsmethod.call = NULL, 
  fdiff = NULL, logfile = NULL)

Arguments

x

a list. The output returned by locate.outliers.oloop.

y

a time series.

cval

a numeric. The critical value to determine the significance of each type of outlier.

method

a character. The method to discard/remove outliers. See details.

delta

a numeric. Parameter of the temporary change type of outlier.

n.start

a numeric. The number of warming observations added to the input passed to the Kalman filter. Only for tsmethod = "stsm".

tsmethod.call

an optional call object. The call to the function used to fit the time series model.

fdiff

currently ignored.

logfile

a character or NULL. It is the path to the file where tracking information is printed. Ignored if NULL.

Value

A list.

See Also

discard.outliers.