I think I can answer this myself now, after less than a day a value that should have been filtered turned up in the graph, so it seems it does not. THen the question is, how du I get the filtered values to show!?
Ok, so after some trial and error it turns out that there is a new entity created with the name as given in the yaml code, and this entity is what should be choosen instead of the original sensor entity, in order to get the filtered values. So in my case the name of the entity is “Energy Sensor Outlier filter”. Now it seems to work.