Dear all
I have a daily dataset from 2009 to 2018, and all my variables have outliers. I want to use the "Inter Quartile Range" to identify the outliers, and then use the @bounds command to remove them.
My question is: I have to transform my variables into logs, so should I remove the outliers before or after I have transformed my variables into logs?
Thank you for the help
Data with outliers
Moderators: EViews Gareth, EViews Moderator
-
- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Data with outliers
Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs.
Re: Data with outliers
startz wrote:Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs.
startz, i thought that too, but I have removed the outliers using the @bounds command, and when I transformed my variables into logs, the presence of outliers were confirmed again.
-
- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Data with outliers
Not sure what happened, but if you remove outliers and then recompute interquartile range the range will change.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 25 guests