residout

Create a control chart of residuals and identify outliers.

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Nikolaos Kourentzes

tsutils

Time Series Exploration, Modelling and Forecasting

Ivan Svetunkov

Oliver Schaer

residout function

<dl><dt>resid</dt>
<dd>vector of residuals.</dd>
<dt>t</dt>
<dd>threshold value over which standardised residuals are regarded as outliers.</dd>
<dt>outplot</dt>
<dd>if <code>TRUE</code>, then a control chart of the standardised residuals is plotted.</dd></dl>

Arguments

Nikolaos Kourentzes, <a href="/link/nikolaos%40kourentzes.com?package=tsutils&version=0.9.4" data-mini-rdoc="tsutils::nikolaos@kourentzes.com">nikolaos@kourentzes.com</a>.

Author

Residuals control chart — residout

<dl>

<dt>resid</dt>
<dd>vector of residuals.</dd>


<dt>t</dt>
<dd>threshold value over which standardised residuals are regarded as outliers.</dd>


<dt>outplot</dt>
<dd>if <code>TRUE</code>, then a control chart of the standardised residuals is plotted.</dd>

</dl>

Nikolaos Kourentzes, <a href='mailto:nikolaos@kourentzes.com'>nikolaos@kourentzes.com</a>.

residout: Residuals control chart

Description

Usage

Value

Arguments

Author

Examples