I want to copy a series without the most extreme values between two sheets (from sheet1 to sheet2) with same length and frequency. Example:
Code: Select all
smpl @all if @abs(eur)<@quantile(@abs(eur),0.99)
series tmp = eur
copy tmp sheet2\eur
Code: Select all
copy(smpl="@all if @abs(eur)<@quantile(@abs(eur),0.99)") eur sheet2\
Thanks,
Dagfinn
