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st: outlier adjustment


From   Rita Luk <Rita_Luk@camh.net>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: outlier adjustment
Date   Tue, 5 Nov 2002 09:44:15 -0500

Hi Statalist,

	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 ?

Regards,

Rita Luk
Research Officer
Ontario Tobacco Research Unit
University of Toronto
33 Russell Street, T511
Toronto, ON M5S 2S1
Voice: 416-535-8501 x4727
Fax: 416-595-6068

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