Winsorisation

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Kath
Posts: 16
Joined: Tue Jan 06, 2015 4:08 am

Winsorisation

Postby Kath » Mon Dec 28, 2015 5:54 pm

Dear all
I'm using Eviews 8 and I need to winsorize my variables at 3 standard deviation. How can I do this in EViews?
Thanks in advance,
Kath
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Winsorisation

Postby EViews Gareth » Mon Dec 28, 2015 6:19 pm

There is nothing built in, so you'll either have to write a program to do it, or use the Trim Add-in.
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Kath
Posts: 16
Joined: Tue Jan 06, 2015 4:08 am

Re: Winsorisation

Postby Kath » Tue Dec 29, 2015 3:32 am

Ok, thanks. But I have no idea how to write the program. Could you (or somebody else) help me?
Many thanks.
Kath
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Winsorisation

Postby EViews Gareth » Tue Dec 29, 2015 5:10 am

Use the add in
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