[Gretl-users] change frequency
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.
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