bde9915

Data set employed for illustration in the working paper referenced below.

datasets

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.

Javier López-de-Lacalle

tsoutliers

Detection of Outliers in Time Series

bde9915 function

A list containing the following monthly series:<ul>
<li>gipi: Italian industrial production index (1981:1-1996:12);</li>
<li>euprin: European price index of industrial production (1981:1-1993:1) (*);</li>
<li>metipi: Spanish production index of metal products (1980:1-1997:7).</li>
</ul>(*) 1993:12 is reported in the reference document.

bde9915: Data Set: Working Paper ‘bde9915’

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