tsoutliers: Identify and replace outliers in a time series
Description
Uses supsmu for non-seasonal series and a periodic stl decomposition with
seasonal series to identify outliers and estimate their replacements.
Usage
tsoutliers(x, iterate = 2, lambda = NULL)
Value
index
Indicating the index of outlier(s)
replacement
Suggested numeric values to replace identified outliers
Arguments
x
time series
iterate
the number of iterations required
lambda
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.