Detection of Outliers in Time Series

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.


Reference manual

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install.packages("tsoutliers")

0.6-10 by Javier López-de-Lacalle, 3 years ago


https://jalobe.com


Browse source code at https://github.com/cran/tsoutliers


Authors: Javier López-de-Lacalle <[email protected]>


Documentation:   PDF Manual  


GPL-2 license


Imports forecast, stats


Imported by UComp, dsa, tsaux.


See at CRAN