tsoutliers (0.6-5)

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Detection of Outliers in Time Series.

http://jalobe.com
http://cran.r-project.org/web/packages/tsoutliers

Detection of outliers in time series following the Chen and Liu (1993) procedure. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Javier Lpez-de-Lacalle <javlacalle@yahoo.es>

License: GPL-2

Uses: forecast, KFKSDS, stsm

Released 5 months ago.


4 previous versions

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