[Gretl-users] change frequency

Allin Cottrell cottrell at wfu.edu
Sun Nov 22 23:19:16 EST 2009


On Mon, 23 Nov 2009, yinung at Gmail wrote:

> It would be great if we can have a weeksay fundtion working for
> (irregular) daily data as follows
>
> series wkDummy1 = weekday()

In my opinion that's too specialized a task for a built-in
function.  But it's now very easy with the weekday() and
obslabel() functions:

<script>
open djclose.gdt

scalar T = $nobs
scalar yr, mo, day
series monday = 0

set messages off

loop i=1..T -q
  string date = obslabel(i)
  sscanf date, "%d/%d/%d", &yr, &mo, &day
  if weekday(yr, mo, day) == 1
     monday[i] = 1
  endif
endloop

print djclose monday -o
</script>

Allin Cottrell


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