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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? |
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#2
Posted to microsoft.public.excel.programming
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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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