remove outliers in a time series
Define outliers??? You can compare the value of any individual amount against
a stadard deviation of the series and exclude values based on 1 or more
deviations... Just remember that any time you exclude data you run the risk
of excluding value...
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HTH...
Jim Thomlinson
"Shamil" wrote:
How can we remove outliers in a time series using MS Office Excel or Eviews.
What are different methods and how efficient those menthods are?
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