Winsorizing

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Afsaneh
Posts: 11
Joined: Sun Jun 22, 2014 6:59 am

Winsorizing

Postby Afsaneh » Thu Aug 14, 2014 7:59 pm

Hi,
I'm using Eviews 8. I need to winsorize my variables at a 0.05% level. I already downloaded trimming and winsorizing from my add_in. My question is when I open the toolbox for winsorizing two links appear that I'm not sure what should I write there. These two links have default number: q% lowest observations: 0.05 and the second link is q% highest observations:0.95. Do I need to change the both links in to 0.05, because I need to winsorize at 0.05% (with out percentage form:0.005)level.

Thanks
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Winsorizing

Postby EViews Gareth » Thu Aug 14, 2014 8:02 pm

Do you need to winsorize from both ends?
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