Find outliers at consecutive time points and discard those with lower \(t\)-statistic in absolute value.
find.consecutive.outliers(x, type)The row names of input x pointing to the outliers to be discarded,
i.e., outliers with lower significance than adjacent outliers of the same type.
a data frame containing the type, index and \(t\)-statistic related
to each outlier, named respectively by columns: type, ind and tstat
.
a character, the type of outlier to be checked for runs at consecutive points.
In the procedure, this function is applied by type of outliers, e.g., two or more consecutive LS are reduced to one LS. It is still possible to get two or more consecutive outliers of different type at consecutive time points. Alternatively consecutive outliers of any type could be reduced to a single outlier, For the time being, this is kept in this way so that for example, the following sequence AO1, LS2, LS3,LS4 can collapse to AO-1,LS-4, i.e., the AO is kept.