Detection of outliers in time series following the Chen and Liu (1993) procedure. Innovative outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.
Version: | 0.6 |
Depends: | R (≥ 3.0.0) |
Imports: | forecast, polynom, stsm, KFKSDS |
Published: | 2015-01-27 |
Author: | Javier López-de-Lacalle |
Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
License: | GPL-2 |
URL: | http://jalobe.com |
NeedsCompilation: | no |
Materials: | NEWS |
In views: | TimeSeries |
CRAN checks: | tsoutliers results |
Reference manual: | tsoutliers.pdf |
Vignettes: |
tsoutliers-intro |
Package source: | tsoutliers_0.6.tar.gz |
Windows binaries: | r-devel: tsoutliers_0.6.zip, r-release: tsoutliers_0.6.zip, r-oldrel: tsoutliers_0.6.zip |
OS X Snow Leopard binaries: | r-release: not available, r-oldrel: not available |
OS X Mavericks binaries: | r-release: tsoutliers_0.6.tgz |
Old sources: | tsoutliers archive |