[R] Outlier Detection for timeseries

[Pele]

Hi Stephen,

I am doing cross correlation analysis and I am trying to find a outlier
detection function in R that can detect changes in the level of the response
series that are not accounted for by the estimated model. Something that
tells whether the changes are considered Additive Outliers, Level Shifts, or
Temporary Changes... The output in the original not is what SAS produces and
I was looking for something similar..  R is very new to me (4 weeks) hence
still feeling my way around...

Many thanks!



Pele wrote:
> 
> Hello R users,
> 
> Can someone tell if there is a package in R that can do outlier detection
> that give outputs simiilar to what I got from SAS  below.
> 
> Many thanks in advance for any help!
> 
>                               Outlier Details
>                                                                                
> Approx
>                                                                        
> Chi-     Prob>
>            Obs    Time ID         Type                  Estimate     
> Square     ChiSq
> 
>             12       12.000000    Additive             2792544.6     
> 186.13    <.0001
>             13       13.000000    Additive              954302.1      
> 21.23    <.0001
>             15       15.000000    Shift                    63539.3       
> 9.06    0.0026
> 
> 

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