Exclude outliers from series
Posted: Fri Feb 22, 2013 11:44 am
Hi
I'm looking for a syntax to create a new series which excludes all values outside of 3 standard deviations from the mean of an existent series.
It would also be nice to have such a syntax which creates a series that excludes 5% of values (percentiles) from both ends of the current series distribution.
Thanks for any advice!
I'm looking for a syntax to create a new series which excludes all values outside of 3 standard deviations from the mean of an existent series.
It would also be nice to have such a syntax which creates a series that excludes 5% of values (percentiles) from both ends of the current series distribution.
Thanks for any advice!