Solved – Outlier detection in ARIMA model with R

After fitting my time series with an ARIMA model, I want to test outliers in the residuals' series. Are there any functions in R that could do this test and furtherly test whether the outlier is additive or innovational, seasonal or just one pulse?

TSA package features detectIO and detectAO, but (although you haven't stated what you're trying to do, just FYI) the arimax function will only allow you to fit a model, not forecast with it.

Robert Hyndman's code in the question linked to by Stat does not identify 'types' of outliers or possible dynamic impact.

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