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Shamil

remove outliers in a time series
 
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?

Jim Thomlinson

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...
--
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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