residout {tsutils}

Residuals control chart

Description

Create a control chart of residuals and identify outliers.

Usage

residout(resid, t = 2, outplot = c(TRUE, FALSE))

Arguments

resid

vector of residuals.

t

threshold value over which standardised residuals are regarded as outliers.

outplot

if TRUE, then a control chart of the standardised residuals is plotted.

Value

A list containing:

• location: locations of outliers.

• outliers: values of outliers.

• residuals: standardised residuals.

Author(s)

Nikolaos Kourentzes, [e-mail].

Examples

residout(rnorm(50), outplot=TRUE)