On Wed, 4 Jun 2014, Sven Schreiber wrote:
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.
OMG!! Now it's gappy hourly data!
Well, OK, to be a bit less ditzy, if data of this sort pose a real
issue for users then I'll be willing to think about it, but I'm not
going to take the initiative on something that is beyond my ken.
Allin