step,rule,n_before,n_after,n_removed,rationale 1,first row has no previous row: one-day change undefined,2498,2497,1,change = 100*(y_t - y_{t-1}) needs a prior row 2,keep 120 pre rows before first flagged day + all post_cut=1 rows,2497,0,2497,"no post_cut=1 rows: windows undefined, nothing analysed"