wins

colWins

rowWins

Winsorise either by number or percentage of observations.

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

wins function

<dl><dt>x</dt>
<dd>input data. NAs will be removed.</dd>
<dt>p</dt>
<dd>percentage or number of observations to be winsorised. If value is &lt;1 then it is used as a percentages. Otherwise it is the number of observations to winsorise. If the resulting p &gt; floor((length(x)-1)/2), then it is set equal to floor((length(x)-1)/2).</dd></dl>

Arguments

<ul>
<li><code>colWins()</code>: Vectorised version of wins by columns.</li>
<li><code>rowWins()</code>: Vectorised version of wins by rows.</li>
</ul>

Functions

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

Winsorise — wins

<dl>

<dt>x</dt>
<dd>input data. NAs will be removed.</dd>


<dt>p</dt>
<dd>percentage or number of observations to be winsorised. If value is &lt;1 then it is used as a percentages. Otherwise it is the number of observations to winsorise. If the resulting p &gt; floor((length(x)-1)/2), then it is set equal to floor((length(x)-1)/2).</dd>

</dl>

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

wins: Winsorise

Description

Usage

Value

Arguments

Functions

Author

Examples