[R] Temporal Analysis of variable x; How to select the outli

(Ted Harding) Ted.Harding at nessie.mcc.ac.uk
Fri Feb 25 19:54:19 CET 2005


On 25-Feb-05 Melanie Vida wrote:
> 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?

I don't see how you can infer a normal distribution from qqplot(),
which simply compares the distribution of x2002 with the
distribution of x2001.

See ?qqplot for what's available and what they show.

You can check normality with a qqplot() with, e.g.,

  qqnorm(x2001)
  qqnorm(x2002)

or

  qqnorm(c(x2001,x2002))

if you want to look at their combined distirbution.

Have another look at your data, with appropriate method!

Best wishes,
Ted.


--------------------------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 25-Feb-05                                       Time: 18:54:19
------------------------------ XFMail ------------------------------




More information about the R-help mailing list