Detection of Outliers in Time Series


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Documentation for package ‘tsoutliers’ version 0.6-10

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bde9915 Data Set: Working Paper 'bde9915'
calendar.effects Calendar Effects
coefs2poly Product of the Polynomials in an ARIMA Model
discard.outliers Stage II of the Procedure: Discard Outliers
find.consecutive.outliers Find outliers at consecutive time points
hicp Data Set: Harmonised Indices of Consumer Prices
ipi Data Set: Industrial Production Indices
JarqueBera.test Jarque-Bera Test for Normality
locate.outliers Stage I of the Procedure: Locate Outliers (Baseline Function)
locate.outliers.iloop Stage I of the Procedure: Locate Outliers (Loop Around Functions)
locate.outliers.oloop Stage I of the Procedure: Locate Outliers (Loop Around Functions)
outliers Define Outliers in a Data Frame
outliers.effects Create the Pattern of Different Types of Outliers
outliers.regressors Regressor Variables for the Detection of Outliers
outliers.tstatistics Test Statistics for the Significance of Outliers
plot.tsoutliers Display Outlier Effects Detected by 'tsoutliers'
print.mhtest Jarque-Bera Test for Normality
print.tsoutliers Print 'tsoutliers' object
remove.outliers Stage II of the Procedure: Discard Outliers
tso Automatic Procedure for Detection of Outliers
tso0 Automatic Procedure for Detection of Outliers
_PACKAGE Automatic Detection of Outliers in Time Series