I have a dated monthly series and I would like to remove the largest 10% in absolute terms. In other words, I want to create a new series that excludes the largest absolute observations from the original series. Any idea how to do that?
Thanks
Removing outliers
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Re: Removing outliers
Hello,
Assuming that by remove you mean translate to NAs, I believe the following demonstrates what you want:
Assuming that by remove you mean translate to NAs, I believe the following demonstrates what you want:
Code: Select all
series y = @recode(@abs(x) < @quantile(@abs(x), .9), x, na)
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