CFA on a time series data
Posted: Mon Nov 05, 2018 2:31 am
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.
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.