Dear Allin,
Let's suppose I have a Gretl session (.gretl) with saved models. If I create periodic dummies Gretl doesn't let me save the session (the option under "File -> Session files" is greyed out). The same behavior can be verified when we try to create time index or change the sample. Is this an expected behavior?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge