tsoutliers (0.4)

Automatic Detection of Outliers in Time Series.

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

This package implements a procedure based on the approach described in Chen and Liu (1993) for automatic detection of outliers in time series. 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: Does not use any package

Released almost 5 years ago.