tsoutliers {forecast} | R Documentation |
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)
x |
time series |
iterate |
the number of iteration only for non-seasonal series |
lambda |
Box-Cox transformation parameter. If |
index |
Indicating the index of outlier(s) |
replacement |
Suggested numeric values to replace identified outliers |
Rob J Hyndman
data(gold) tsoutliers(gold)