outliers and unusual observations

Hi everyone,

in what function can I examine the importance of outliers and unusual observations in the time series?

I would like to prepare my script in the following way:

  1. when time series have outliers with big impact then I use tsclean() or BoxCox()
  2. in different situation I don't want to use mentioned data transformations

but I don't know how can I check the importance of outliers observations...

thanks for any help

Assuming that by unusual observations you mean leverage points you can asses its influence by inspecting Cook’s distance, but you should only worry about leverage points which are also outliers.

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