[R-sig-finance] Outlier Threshold

Melanie Vida mvida at mac.com
Fri Feb 25 17:53:44 CET 2005

I am trying to do a temporal analysis of the same variable "x" over a period of 2 years. I did a qqplot(x) and discovered an almost normal relationship between the variable x over 2001 and 2002.
However, there were some outliers in the latter half of the qqplot. To select an outlier threshold what is the recommended way when you have financial data with large variance?

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