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List:       r-sig-finance
Subject:    [R-sig-finance] Outlier Threshold for Temporal Analysis of variable
From:       mvida () mitre ! org (Melanie Vida)
Date:       2005-02-25 19:02:32
Message-ID: 421F6826.9080308 () mitre ! org
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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 best way 
to find the outlier threshold of this variable from 2001 and 2002  in R?

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