tsoutliers (Q53994)
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Detection of Outliers in Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | tsoutliers |
Detection of Outliers in Time Series |
Statements
12 February 2024
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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.
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