tsoutliers: 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.

Version: 0.6-3
Depends: R (≥ 3.0.0)
Imports: forecast, polynom, stsm, KFKSDS, stats
Published: 2016-07-07
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

Downloads:

Reference manual: tsoutliers.pdf
Vignettes: tsoutliers-intro
Package source: tsoutliers_0.6-3.tar.gz
Windows binaries: r-devel: tsoutliers_0.6-3.zip, r-release: tsoutliers_0.6-3.zip, r-oldrel: tsoutliers_0.6-3.zip
OS X Mavericks binaries: r-release: tsoutliers_0.6-3.tgz, r-oldrel: tsoutliers_0.6-3.tgz
Old sources: tsoutliers archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsoutliers to link to this page.