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

[bogdan romocea]

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 at 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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