It looks like gretl compacts data incorrectly in some cases. If I import
daily data where the series does not begin with the first day of the month
and compact them to monthly (end-of-period), then the result is wrong, i.e.
the resulting series are not end-of-month figures.
For illustration, I am attaching two short files. "right.csv" covers
exactly one month of observations and is treated correctly. Observations in
"wrong.csv" start somewhere in the middle of a month and cover the
following month, a case that gretl can not handle (it returns "No valid
data" after compaction).
I am using a self-compiled gretl-1.9.7 on Ubuntu 11.04 (the package from
Ubuntu repository is unusable).