EViews.com

Posted: **Thu Nov 24, 2011 1:01 am**

Hi

I am using eviews6 and I have got data from 01/01/2000 to 31/10/2011. What I am trying to do is import all the data but remove outliers only for data from 01/01/2000 to 01/04/2008 for estimation so that the remaining sample will be used for forecasts comparison. How can i specify the date for outlier removal?

So far I have been using the following code

pagecontract if returns>@quantile(returns, 0.025) and returns<@quantile(returns, 0.975)

Thanks

Posted: **Thu Nov 24, 2011 8:41 am**

Try

Code: Select all

series badObs = 0
smpl 01/01/2000  01/04/2008 
badObs = returns<=@quantile(returns, 0.025) or returns>=@quantile(returns, 0.975)
smpl @all
pagecontract if not badobs

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How to specify the date for outlier removal

How to specify the date for outlier removal

Re: How to specify the date for outlier removal