Resize sample / workfile range based on resid stdev
Posted: Wed Aug 25, 2021 8:59 pm
Suppose we do a quick diagnostic:
And we see some signs of kurtosis.
How would we code a command to resize the sample to include only observations that fall within 2 standard deviations from the resid series?
Code: Select all
resid.histHow would we code a command to resize the sample to include only observations that fall within 2 standard deviations from the resid series?