tsoutliers (0.5)

Detection of Outliers in Time Series.


Detection of outliers in time series following the Chen and Liu (1993) procedure. Innovative 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.