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Outliers and influence points in German business cycles

Author

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  • Zucknick, Manuela
  • Weihs, Claus
  • Garczarek, Ursula

Abstract

In this paper, we examine the German business cycle (from 1955 to 1994) in order to identify univariate and multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding observations are compared and economically interpreted.

Suggested Citation

  • Zucknick, Manuela & Weihs, Claus & Garczarek, Ursula, 2002. "Outliers and influence points in German business cycles," Technical Reports 2002,67, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200267
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    References listed on IDEAS

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    1. Weihs, Claus & Röhl, Michael C. & Theis, Winfried, 1999. "Multivariate classification of business phases," Technical Reports 1999,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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