⚠️There's a newer version (0.6-10) of this package. Take me there.

tsoutliers (version 0.6-8)

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.

Copy Link

Version

Down Chevron

Install

install.packages('tsoutliers')

Monthly Downloads

8,524

Version

0.6-8

License

GPL-2

Last Published

February 24th, 2019

Functions in tsoutliers (0.6-8)