Am 23.05.2014 01:01, schrieb Allin Cottrell:
 As a general comment, I'd say it's pretty uncommon to have to do
 this sort of thing: almost all 5-day daily data does not include
 weekends stuffed with NAs. So while gretl should be able to deal
 with it, I don't think we have to go to great lengths to make it a
 unitary ("one stop shopping") operation.
 Allin
 
As I said I don't have that much experience with daily data, but this 
came from the Bundesbank website, not a very obscure source. Don't know 
whether it's common or not, though.
thanks,
sven