Winsorizing
Posted: 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
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