[Gretl-users] change frequency

Allin Cottrell cottrell at wfu.edu
Thu Nov 19 09:21:16 EST 2009


On Thu, 19 Nov 2009, Sven Schreiber wrote:

> Isn't djclose.gdt just a 5-day weekly dataset? I mean, menu Add
> -> periodic dummies would seem to do the trick -- I suspect
> there was a misunderstanding about the term "irregular", no?

No, djclose has holidays missing.  If you construct the Monday
dummy as I indicated you'll see that it's not strictly periodic.

Allin.


More information about the Gretl-users mailing list