Check out the Tramo Seats and Gretl packages. These are not R packages but are free. The first one has outlier detection and the second has interfaces to both Tramo Seats and R which may or may not allow you to access Tramo Seats indirectly from R.
On Sat, Feb 14, 2009 at 8:15 AM, Pele <drdi...@yahoo.com> wrote: > > 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 >> >> > > -- > View this message in context: > http://www.nabble.com/Outlier-Detection-for-timeseries-tp22008448p22012539.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.