Uses supsmu for non-seasonal series and a periodic stl decomposition with seasonal series to identify outliers and estimate their replacements.

tsoutliers(x, iterate = 2, lambda = NULL)

## Arguments

x time series the number of iteration only for non-seasonal series Box-Cox transformation parameter. If lambda="auto", then a transformation is automatically selected using BoxCox.lambda. The transformation is ignored if NULL. Otherwise, data transformed before model is estimated.

## Value

index

Indicating the index of outlier(s)

replacement

Suggested numeric values to replace identified outliers

na.interp, tsclean

tsoutliers(gold)#> $index #> [1] 770 #> #>$replacements