Tsay 1988 Outliers, level shifts, and variance changes in ti

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KateK
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Joined: Mon Apr 14, 2014 2:39 pm

Tsay 1988 Outliers, level shifts, and variance changes in ti

Postby KateK » Thu May 29, 2014 4:50 pm

Hi,

Is there any code to implement Tsay's procedure in "outliers, level shifts, and variance changes in time series" (1988)?

Thanks a lot.
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