RE: [R] Temporal Analysis of variable x; How to select the outlier threshold in R?

From: bogdan romocea <br44114_at_yahoo.com>
Date: Wed 02 Mar 2005 - 03:20:12 EST


I'm not sure I understand.
You have financial data and want to throw away some outliers?? Why would you ever do this?

First of all, I'd suggest you pay close attention to what the data is trying to say. Maybe your distribution is not normal after all (see tests for normality etc). Maybe you shouldn't force your normality assumption upon the data.

-----Original Message-----
From: Melanie Vida [mailto:mvida@mitre.org] Sent: Friday, February 25, 2005 1:30 PM
To: r-help
Subject: [R] Temporal Analysis of variable x; How to select the outlier threshold in R?

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 suitable

method in R to find the outlier threshold of this variable from 2001 and
2002 in R?



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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Mar 02 05:07:56 2005

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