EViews.com

Will it ever be included in any updates?

Also, on an unrelated note, why does my Trim add-in keep disappearing from the add-in menu from time to time? Also, why do my winsorised values differ from the values of the percentiles I have calculated? For example, eviews gives me an upper winsorised value of 414 but the 0.995 percentile is 371 as calculated by excel.

It shouldn't disappear - are you sure you have a series object open?

Hard to say about the numbers without seeing the data.

Hi, I have downloaded the trim add in but I am not sure how I should use it on a panel data (pool) that I have generated. Can you help please?

I don't believe it will work on a pool object.

If I want to winsorise and the 99th and 1th percentile at the add-in I have to put in the values 0,1 and 0,99 right?

http://s30.postimg.org/tvan3o2e9/image.jpg

I think just 1 and 99

Are you sure? When I use 0,1 and 0,99 I get results but when I use 1 and 99 I get only n/a values. My best guess is that it would be correct to use 0,01 and 0,99

Hi,
i installed the add-in Trim. Then i winsorized some variables both in EViews and Stata. Results differ. However, i think Stata result is correct because when i winsorized in Excel, i found Stata result is same as Excel result. So, can you help me?

Thank you
Santosh

Can you provide details/example?

Hi,
I want to winsorize EGPI3. EViews data sheet shows the following code. I think it is only taking care of the upper outliers.

out = @recode(in<=0.00199999999999967,0.00199999999999967,in)
Modified: 1970 2012 // out = @recode(in>=16.748,16.748,out)

Do I need to post data here?
Since I am new user, i dont know if i can upload EView file.
I tried to attache images but i could not attach them.
Thank you.

Looks like it is doing both sides.

Hi Gareth,
Maybe. But winsorized data shows that it only takes care of only upper outliers.
What i am doing is this: open a variable, Proc, Trimming & Winsorizing, then in the q% lowest (highest) observations i am writing 0.05 (0.95). Is it correct?
If yes, but the Stata results and Excel calculations do not match with EViews winsorization.
It would be great if you can help me.
Thank you.

Every thing you are doing is correct, and when I do it I get winsored results on both ends. Again, can you provide an example/details?

Thank you Gareth. Kindly note that I am unable to attach EViews file.
Is it fine if i paste data here?