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

iterate

the number of iteration only for non-seasonal series

lambda

Allowing Box-cox transformation

Value

index

Indicating the index of outlier(s)

replacement

Suggested numeric values to replace identified outliers

See also

na.interp, tsclean

Examples

data(gold) tsoutliers(gold)
#> $index #> [1] 770 #> #> $replacements #> [1] 494.9 #>