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tsoutliers: Detection of Outliers in Time Series

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.

Version: 0.6-10
Depends: R (≥ 3.0.0)
Imports: forecast, stats
Published: 2024-02-12
DOI: 10.32614/CRAN.package.tsoutliers
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
URL: https://jalobe.com
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: tsoutliers results

Documentation:

Reference manual: tsoutliers.pdf
Vignettes: tsoutliers-intro

Downloads:

Package source: tsoutliers_0.6-10.tar.gz
Windows binaries: r-devel: tsoutliers_0.6-10.zip, r-release: tsoutliers_0.6-10.zip, r-oldrel: tsoutliers_0.6-10.zip
macOS binaries: r-release (arm64): tsoutliers_0.6-10.tgz, r-oldrel (arm64): tsoutliers_0.6-10.tgz, r-release (x86_64): tsoutliers_0.6-10.tgz, r-oldrel (x86_64): tsoutliers_0.6-10.tgz
Old sources: tsoutliers archive

Reverse dependencies:

Reverse imports: dsa, SLBDD, UComp

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsoutliers to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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