Detection of outliers in time series following the Chen and Liu (1993) <doi:10.2307/2290724> procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.
| Version: | 0.6-8 |
| Depends: | R (≥ 3.0.0) |
| Imports: | forecast, stats |
| Published: | 2019-02-24 |
| Author: | Javier López-de-Lacalle |
| Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: | GPL-2 |
| URL: | https://jalobe.com |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | tsoutliers results |
| Reference manual: | tsoutliers.pdf |
| Vignettes: |
tsoutliers-intro |
| Package source: | tsoutliers_0.6-8.tar.gz |
| Windows binaries: | r-devel: tsoutliers_0.6-8.zip, r-release: tsoutliers_0.6-8.zip, r-oldrel: tsoutliers_0.6-8.zip |
| macOS binaries: | r-release (arm64): tsoutliers_0.6-8.tgz, r-oldrel (arm64): tsoutliers_0.6-8.tgz, r-release (x86_64): tsoutliers_0.6-8.tgz, r-oldrel (x86_64): tsoutliers_0.6-8.tgz |
| Old sources: | tsoutliers archive |
| Reverse imports: | composits, dsa |
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