Multivariate impacted Outlier Correction, tsclean, Outlier Correction

Hi everyone,

I was doing outlier correction using the tsclean function from the forecast package, which decomposes the time series and then identifies the outliers. While it works very well for univariate data, I also wanted to see if it's possible to include external regressors (other times series) in the outlier detection process. Is there a way we can include those similar to how we include xreg in arima? For example, if a high peak in sales data is due to a promotion or holiday or some other event, then we would want the outlier algorithm to account for that in identification and replacements.