Nourhaine
New Member
Dear members,
I am working on EVT, using the POT method, I got the various parameters (shape, scale, threshold and the number of excedances)
I need to identify the serie of excedances. POT provided only the number of observations that exceed the threshold u (In this example, I have 298 excedances).
Could you please help me? I need to work only on those exceedances so how can I get it?
Thanks in Advance.
I am working on EVT, using the POT method, I got the various parameters (shape, scale, threshold and the number of excedances)
I need to identify the serie of excedances. POT provided only the number of observations that exceed the threshold u (In this example, I have 298 excedances).
Could you please help me? I need to work only on those exceedances so how can I get it?
Thanks in Advance.
Attachments
Last edited:
