[R-sig-finance] Outlier Threshold

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Sat Feb 26 04:30:58 CET 2005


This is your fourth post today, again with only a marginally modified
question. Please stop sending it. You won't get better answers if you
annoy readers of various mailing lists by asking the same bad question
over and over again.
Z

On Fri, 25 Feb 2005, Melanie Vida wrote:

> 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?
>
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>



More information about the R-sig-finance mailing list