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st: outlier adjustment
This is a statistics question: how to adjust outliers by
incorporating seasonal pattern?
I have a monthly retails sales of 52 observations intended for
regression analysis. There are 2 outliers that I have replaced with the
mean of its two adjacent months. It seems not a good strategy as it does
not incorporate the seasonal fluctuation.
I learn that an alternative to accommodate outlier is to create a
dummy for each outlier, equivalent to treat the outliers as missing value.
What is the consequence of applying this to time series data ?
Could you please suggest solutions or references ?
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