R: Identify and replace outliers in a time series

tsoutliers {forecast} | R Documentation

## Identify and replace outliers in a time series

### Description

Uses supsmu for non-seasonal series and a periodic stl decompostion with seasonal series to identify outliers and estimate their replacements.

### Usage

    tsoutliers(x, iterate = 2, lambda = NULL)

### Arguments

`x` | time series
`iterate` | the number of iteration only for non-seasonal series
`lambda` | Allowing Box-cox transformation

### Value

`index` | Indicating the index of outlier(s)
`replacement` | Suggested numeric values to replace identified outliers

### Author(s)

Rob J Hyndman

### See Also

`na.interp`, `tsclean`

### Examples

    data(gold)
    tsoutliers(gold)

[Package forecast version 8.0 Index]