[R] Outlier Detection for timeseries

[stephen sefick]

what are you looking for?  I am not familiar with SAS as I am a poor
scientist.  I am not promising anything, but if you were to tell me
what you wanted - method etc. I may know of a package or something
that would work.

Stephen

On Fri, Feb 13, 2009 at 9:16 PM, Pele <drdionc at yahoo.com> 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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> Sent from the R help mailing list archive at Nabble.com.
>
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> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Stephen Sefick

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis