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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.
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5.87 score 6 stars 5 dependents 261 scripts 1.1k downloadstsdecomp - Decomposition of Time Series Data
ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <DOI:10.2307/2982132> and Hillmer and Tiao (1982) <DOI:10.2307/2287770>.
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2.00 score 9 scripts 260 downloads