清空筛选条件
清空筛选条件

OUTLIERS and DUMMY VARIABLEs

3 次查看（过去 30 天）
Maty
Maty 2013-7-17
HI all, I have a vector of returns of dimension 100x1 (obtained from the price of a financial time series) The boxplot of the series highlights some outliers. In particular, some outliers are linked to stock collapses and euphoria moments. I wanna fit a proper model for this time series.
How should I treat these outliers? I thought of using dummy variables. is that correct? How should I do?
Thanks in advance for your consideration and any help! Maty
  2 个评论
Matt Kindig
Matt Kindig 2013-7-17
Treat these outliers for what purpose? Its not clear what "treating" the outliers differently even means.
Maty
Maty 2013-7-17
Thanks for your interest. I have rewritten the question.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Jos (10584)
Jos (10584) 2013-7-18

类别

在 Help Center 和 File Exchange 中查找有关 Time Series 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by