Am 26.05.2014 21:07, schrieb Allin Cottrell:
Sven has raised the question of the handling of daily data in gretl;
see the threads starting from
http://lists.wfu.edu/pipermail/gretl-users/2014-May/010037.html
I'm glad of that: it's time we clarified what we do now, and what we
should do in future. (But please note, I'm mostly talking here about
5-day financial-market data; other sorts of daily data might require
different handling.)
Just to check: With my example datasets I couldn't figure out whether
this also applies to hourly data -- for example missing data during the
night or also weekends.
thanks,
sven