EViews.com • Winsorisation

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Winsorisation

Posted: Mon Dec 28, 2015 5:54 pm

by Kath

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

Re: Winsorisation

Posted: Mon Dec 28, 2015 6:19 pm

by EViews Gareth

There is nothing built in, so you'll either have to write a program to do it, or use the Trim Add-in.

Re: Winsorisation

Posted: Tue Dec 29, 2015 3:32 am

by Kath

Ok, thanks. But I have no idea how to write the program. Could you (or somebody else) help me?
Many thanks.
Kath

Re: Winsorisation

Posted: Tue Dec 29, 2015 5:10 am

by EViews Gareth

Use the add in