tsclean {forecast} | R Documentation |
Uses supsmu for non-seasonal series and a periodic stl decomposition with seasonal series to identify outliers. To estimate missing values and outlier replacements, linear interpolation is used on the (possibly seasonally adjusted) series
tsclean(x, replace.missing = TRUE, lambda = NULL)
x |
time series |
replace.missing |
If TRUE, it not only replaces outliers, but also interpolates missing values |
lambda |
a numeric value giving the Box-Cox transformation parameter |
Time series
Rob J Hyndman
cleangold <- tsclean(gold)