outlier_policy#

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Axis outlier_policy on sub-layer l2_c (layer l2).

Sub-layer#

l2_c

Axis metadata#

  • Default: 'mccracken_ng_iqr'

  • Sweepable: True

  • Status: operational

Operational status summary#

  • Operational: 4 option(s)

  • Future: 0 option(s)

Options#

mccracken_ng_iqr – operational#

McCracken-Ng’s published IQR-multiple outlier rule.

See mccracken_ng_iqr function page for full documentation + parameters + standalone usage. Standalone: mf.functions.iqr_outlier_clean.

winsorize – operational#

Cap observations at user-supplied quantile thresholds.

See winsorize function page for full documentation + parameters + standalone usage. Standalone: mf.functions.winsorize_clean.

zscore_threshold – operational#

Flag observations beyond a z-score threshold.

See zscore_threshold function page for full documentation + parameters + standalone usage. Standalone: mf.functions.zscore_outlier_clean.

none – operational#

Skip outlier handling.

Pass series through unchanged. Useful when L1 already cleaned outliers (raw_outlier_policy) or when the study wants to compare against a no-cleaning baseline.

When to use

Custom panels already cleaned upstream; no-cleaning ablations.

References

  • macroforecast design Part 2, L2: ‘preprocessing is the only layer with a strict A→B→C→D→E execution order; every cell follows the same pipeline.’

Related options: mccracken_ng_iqr, winsorize, zscore_threshold

Last reviewed 2026-05-04 by macroforecast author.