SummaryOutliers function

Summary Outliers

Use the command "tso" of the R package "tsoutliers" to identify outliers for each individual time series.

SummaryOutliers(
  x,
  type = c("LS", "AO", "TC"),
  tsmethod = "arima",
  args.tsmethod = list(order = c(5, 0, 0))
)

Arguments

• x: T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns.
• type: A character vector indicating the type of outlier to be considered by the detection procedure. See 'types' in tso function.
• tsmethod: The framework for time series modeling. Default is "arima". See 'tsmethod' in tso function.
• args.tsmethod: An optional list containing arguments to be passed to the function invoking the method selected in tsmethod. See 'args.tsmethod' in tso function. Default value is c(5,0,0).

Returns

A list containing:

• Otable - Summary of various types of outliers detected.
• x.cleaned - Outlier-adjusted data.
• xadja - T-dimensional vector containing the number of time series that have outlier at a given time point.

Examples

data(TaiwanAirBox032017)
output <- SummaryOutliers(TaiwanAirBox032017[1:50,1:3])