tsoutliers

Last update 12 February 2024

Copyright license GNU General Public License, version 2.0

Software version identifier 0.6-8, 0.3, 0.4, 0.5, 0.6-3, 0.6-5, 0.6-6, 0.6, 0.6-10

Official website https://cran.r-project.org/web/packages/tsoutliers/index.html

Source code repository https://github.com/cran/tsoutliers

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.

Cites work

Joint Estimation of Model Parameters and Outlier Effects in Time Series

Cited in

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