I am new to ARIMA modelling. I understand most of the basic concepts, and I've read a lot of topics about ARIMA on this site.
At present I am pretty comfortable with analysing ACF and PACF graphs, checking for seasonality and creating model from my data.
Next step I want to deal with outliers and periodic pulses in my data. So, how do I do that using R? Should I just create some dummy variable and code periodic pulses with, for example 1, other outliers with 2 and everything else with 0, and then pass this variable to "xreg" option in arima command ?
I am also afraid of mixing things up by not understanding terminology correctly. There is a lot of talk about pulses, level-shifts, seasonal pulses, local time trands, etc. Is there any guide or paper discussing all this stuff and how to deal with it ?