Automatic Detection of Outliers in Time Series
remove.outliers-deprecated
Stage II of the Procedure: Discard Outliers
Print tsoutliers object
Display Outlier Effects Detected by tsoutliers
Define Outliers in a Data Frame
Create the Pattern of Different Types of Outliers
Calendar Effects
Test Statistics for the Significance of Outliers
Regressor Variables for the Detection of Outliers
Automatic Procedure for Detection of Outliers
find.consecutive.outliers
Find outliers at consecutive time points
Data Set: Working Paper ‘bde9915’
Stage II of the Procedure: Discard Outliers
Data Set: Industrial Production Indices
Product of the Polynomials in an ARIMA Model
Data Set: Harmonised Indices of Consumer Prices
Stage I of the Procedure: Locate Outliers (Loop Around Functions)
Jarque-Bera Test for Normality
Stage I of the Procedure: Locate Outliers (Baseline Function)