How to specify the date for outlier removal

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Nau2306
Posts: 74
Joined: Thu Nov 17, 2011 11:51 am

How to specify the date for outlier removal

Postby Nau2306 » Thu Nov 24, 2011 1:01 am

Hi

I am using eviews6 and I have got data from 01/01/2000 to 31/10/2011. What I am trying to do is import all the data but remove outliers only for data from 01/01/2000 to 01/04/2008 for estimation so that the remaining sample will be used for forecasts comparison. How can i specify the date for outlier removal?

So far I have been using the following code

pagecontract if returns>@quantile(returns, 0.025) and returns<@quantile(returns, 0.975)

Thanks

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: How to specify the date for outlier removal

Postby startz » Thu Nov 24, 2011 8:41 am

Try

Code: Select all

series badObs = 0 smpl 01/01/2000 01/04/2008 badObs = returns<=@quantile(returns, 0.025) or returns>=@quantile(returns, 0.975) smpl @all pagecontract if not badobs


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