Last week I was working with a weekly data set of my own. I tried to include a dummy variable (to model a break) and found that the instruction in Gretl was not working properly; the dummy variable is created, but filled only with zeros; no "ones" are included after a precise date. At first I thought it was a problem with my data, but then I tried with a sample file and the problem persists. I am using gretl 2020d. Below I provide an example code to show what the problem is:
series Dummy = obs>=1995-02-22 && obs<=2006-07-27
series Dummy2 = obs>=1995-02-22
gnuplot Dummy Dummy2 --time-series --output="display"
Thanks in advance.
Banco de México & CIDE