Based on all suggestions I did the following:

<hansl>

open greene13_1.gdt

list list_mv = F_GM F_CH F_GE F_WE F_US

matrix matrix_mv = {}

loop foreach i list_mv

matrix_mv |= {$i}

endloop

quant_up = quantile(matrix_mv,0.95)

quant_down = quantile(matrix_mv,0.05)

</hansl>

Basically I created a list with all series and then use a loop to add each of the series inside the list to the same column of a matrix. In the end, it is easy to use the quantile() function

I believe this works well!

Cheers

F.R.Costa

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Jul 22, 2020, 11:58 by svetosch@gmx.net:

Am 22.07.2020 um 10:41 schrieb F.R.Costa:
Hi again,

Thanks for all the replies so far. Allin's solution comes up with five
quantiles, one for each series, but what I would like to do is to have
just one quantile scalar for the whole five series. Each of the five
series has 20 observations. Thus, in total I have 100 observations. I
want to trim or winsorise at the 90 quantile for example, so to exclude
the top 5% and the bottom 5% observations, no matter whether they come
all from series 1, or one from each of the five series.

What I need is to treat all the series as if just one, to then determine
the quantile value.

Well then use quantile(vec({mylist}, 0.9), and afterwards use that value
in a loop to replace the extreme values, for example.

cheers
sven
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