[Gretl-users] Re: Determine the quantile value for a list of series

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.