In first two previous articles in this series (see here and here) we reviewed basic applications for identifying outliers in data set – a crucial task for analyzing financial and economic time series. Let’s push on and kick the tires on another tool: the Hampel filter, another methodology to identify extremes values in a data set.
Daily Archives: December 17, 2021
Macro Briefing: 17 December 2021
* Build Back Better spending bill will be delayed until next year, says Biden
* Central banks see inflation as bigger threat than Omicron variant
* Bank of England is first major central bank to raise interest rates in pandemic
* US economy remains resilient in December via PMI survey data
* US industrial output continued rising in November
* Jobless claims rose last week but remain close to lowest level in decades
* US housing starts rose more than forecast in Nov, reaching 8-month high:
