Resize sample / workfile range based on resid stdev

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AbnormalDistribution
Posts: 13
Joined: Fri Feb 09, 2018 12:07 pm

Resize sample / workfile range based on resid stdev

Postby AbnormalDistribution » Wed Aug 25, 2021 8:59 pm

Suppose we do a quick diagnostic:

Code: Select all

resid.hist


And we see some signs of kurtosis.

How would we code a command to resize the sample to include only observations that fall within 2 standard deviations from the resid series?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: Resize sample / workfile range based on resid stdev

Postby EViews Gareth » Wed Aug 25, 2021 9:11 pm

Define your rule mathematically
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