tsoutliers v0.6-8
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Detection of Outliers in Time Series
Detection of outliers in time series following the
Chen and Liu (1993) <DOI:10.2307/2290724> procedure.
Innovational outliers, additive outliers, level shifts,
temporary changes and seasonal level shifts are considered.
Functions in tsoutliers
Name | Description | |
tsoutliers-package | Automatic Detection of Outliers in Time Series | |
remove.outliers-deprecated | Stage II of the Procedure: Discard Outliers | |
print.tsoutliers | Print tsoutliers object | |
plot.tsoutliers | Display Outlier Effects Detected by tsoutliers | |
outliers | Define Outliers in a Data Frame | |
outliers.effects | Create the Pattern of Different Types of Outliers | |
calendar.effects | Calendar Effects | |
outliers.tstatistics | Test Statistics for the Significance of Outliers | |
outliers.regressors | Regressor Variables for the Detection of Outliers | |
tso | Automatic Procedure for Detection of Outliers | |
find.consecutive.outliers | Find outliers at consecutive time points | |
bde9915 | Data Set: Working Paper ‘bde9915’ | |
discard.outliers | Stage II of the Procedure: Discard Outliers | |
ipi | Data Set: Industrial Production Indices | |
coefs2poly | Product of the Polynomials in an ARIMA Model | |
hicp | Data Set: Harmonised Indices of Consumer Prices | |
locate.outliers.loops | Stage I of the Procedure: Locate Outliers (Loop Around Functions) | |
JarqueBera.test | Jarque-Bera Test for Normality | |
locate.outliers | Stage I of the Procedure: Locate Outliers (Baseline Function) | |
No Results! |
Vignettes of tsoutliers
Name | ||
tsoutliers-intro.Rnw | ||
No Results! |
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Details
Date | 2019-02-24 |
NeedsCompilation | no |
Encoding | UTF-8 |
License | GPL-2 |
URL | https://jalobe.com |
Packaged | 2019-02-24 18:12:39 UTC; javlacalle |
Repository | CRAN |
Date/Publication | 2019-02-24 22:00:03 UTC |
imports | forecast , stats |
depends | R (>= 3.0.0) |
Contributors | Javier López-de-Lacalle |
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