outliers

a character vector. The types of outliers ("IO", "AO", "LS", "TC", "SLS").

type

a numeric vector. The observations at which each outlier takes effect.

an optional numeric vector. The weights of the outliers. If <code>NULL</code> the 
weights are set equal to one.

weight

This function is an interface to create a data frame defining 
the type, observation and weight of outliers. The output is properly designed to 
be used as input to other functions such as <code>outliers.effects</code> 
and <code>outliers.regressors</code>.

Detection of outliers in time series following the
Chen and Liu (1993) <DOI:10.2307/2290724> procedure.
Innovational outliers, additive outliers, level shifts,
temporary changes and seasonal level shifts are considered.

Javier López-de-Lacalle

tsoutliers

Detection of Outliers in Time Series

outliers function

<dl><dt>type</dt>
<dd>a character vector. The types of outliers ("IO", "AO", "LS", "TC", "SLS").</dd><dt>ind</dt>
<dd>a numeric vector. The observations at which each outlier takes effect.</dd><dt>weight</dt>
<dd>an optional numeric vector. The weights of the outliers. If <code>NULL</code> the 
weights are set equal to one.</dd></dl>

Arguments

Define Outliers in a Data Frame — outliers

<dl>

<dt>type</dt>
<dd>a character vector. The types of outliers ("IO", "AO", "LS", "TC", "SLS").</dd>

<dt>ind</dt>
<dd>a numeric vector. The observations at which each outlier takes effect.</dd>

<dt>weight</dt>
<dd>an optional numeric vector. The weights of the outliers. If <code>NULL</code> the 
weights are set equal to one.</dd>

</dl>

outliers: Define Outliers in a Data Frame

Description

Usage

Value

Arguments

Examples