[R-sig-finance] Outlier Threshold for Temporal Analysis of variable x

Melanie Vida mvida at mitre.org
Fri Feb 25 19:02:14 CET 2005


For a financial data set with large variance, I'm trying to find the 
outlier threshold of one variable "x" over a two year period. I 
qqplot(x2001, x2002) and found a normal distribution. The latter part of 
the normal distribution did not look linear though. Is there a best way 
to find the outlier threshold of this variable from 2001 and 2002  in R?



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