Hi,
I have a query regarding CFA on a financial time series data. My data has 5 dimensions and a total of 19 reflective indicators. There are 27 data points per year and a total of 270 data points. Please advise on the following:
1. Can we use it for a time-series data?
2. Should outliers be retained - some ratios have strange value like -190 for a couple of stocks.
3. Do the thresholds for the different metrics vary for a time-series data?
Thanks.
CFA on a time series data
Re: CFA on a time series data
Just three posts below (viewtopic.php?f=12&t=19634) is a similar question with answers that are also valuable to you. Please also use the search function of the forum. Many questions have already been answered.
Administration Team
Re: CFA on a time series data
Thanks for the reply. I had read that link but my data is structured a little differently. Hence, posted the query.