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Outlier detection with RegARIMA Model

Source: R/x13_regarima_outliers.R
x13_regarima_outliers.Rd

Wrapper around rjd3x13::regarima_outliers() to detect Additive Outliers (AO) or Level Shifts (LS) in a seasonnally adjusted series.

Usage

x13_regarima_outliers(
  y,
  order = c(0, 1, 1),
  mean = FALSE,
  ao = TRUE,
  ls = TRUE
)

Arguments

y

A ts object.

order

Orders of the ARIMA model.

mean

Logical, if TRUE the model includes a constant term.

ao, ls

Boolean to indicate if additive outliers (AO) or level shifts (LS) should be detected.

Value

A list with two elements: ao and ls, which are vectors of time points where the respective outliers were detected. If no outliers were detected, the corresponding element will be NULL.