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
How to specify the date for outlier removal
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
-
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
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 badobsWho is online
Users browsing this forum: No registered users and 2 guests
