'X11' Extreme Values Corrector

x11_extreme_values_corr(
  x,
  corrected_s,
  period,
  lsigma = 1.5,
  usigma = 2.5,
  mul = FALSE,
  start = 0,
  clean_extremities = TRUE
)

Arguments

x

the analysed time series.

corrected_s

other time series if the series being corrected is different from x.

period

the period of the input time series if x is not a "ts" object.

lsigma, usigma

the lower and the upper sigma boundaries for the detection of extreme values.

mul

boolean indicating if the decomposition is multiplicative or additive.

start

position of the first "complete" considered period.

clean_extremities

boolean indicating if the extremities should be cleaned.

Details

The 'X11' Extreme Values Corrector is used to compute the tables b4, b4g, b9, b9g, b17, b20, c17 and c20.