3

What are the steps needed to detect outliers in business sales data (which means there might be trends and seasonality) in R?

I have learnt about ACF, PACF, residual, ARIMA model (basically, time series analysis and modelling). Can I use this knowledge to help me identify outliers?

Is it also possible to ask R to pinpoint which point of data is outlier?

Thank you very much.

growth_hacker
  • 43
  • 1
  • 1
  • 3

1 Answers1

10

You may have a look at the following packages available in R.

The R package forecast uses loess decomposition of time series to identify and replace outliers.

The R package tsoutliers implements the Chen and Liu procedure for detection of outliers in time series. A description of the procedure and the implementation is given in the documentation attached to the package. You may also see this post.

Community
  • 1
  • 1
javlacalle
  • 1,029
  • 7
  • 15
  • 3
    `tsclean()` 'Identify and replace outliers and missing values in a time series' http://pkg.robjhyndman.com/forecast/reference/tsclean.html – radek Oct 15 '18 at 01:37
  • 3
    `tsoutliers()` 'Identify and replace outliers in a time series' http://pkg.robjhyndman.com/forecast/reference/tsoutliers.html – radek Oct 15 '18 at 01:38