On Wed, 25 Oct 2017, Sangvinatsos, Antonios wrote:
The test data you provided below worked fine. Gretl did not ask me to give it a time series of panel interpretation and immediately understood it is a time series.
OK, that's good.
I suspected that I perhaps have to change the name of my date variable from ASOF_DATE to DATE.
There's a short list of column labels that gretl takes to mean that the first column is an observation label or date, and not regular data. This includes "obs", "observation", "date" (in lower or upper case) or an empty cell. See Chapter 4, "Data Files", in the Gretl User's Guide.
When I do this the program understands the first variable as a row label variable (improvement) but it does not understand it as a date[...]
gretl says:
line: DATE,MKT
scanning for row labels and data...
first row label "10/1/2007", last label "9/25/2017"
There's the problem: the format here is not consistently MM/DD/YYYY: days and months should be zero-padded, as in "09" or "01". One test that gretl applies for consistent date strings is that they should all be of the same length, and that won't be the case without zero-padding.
However, the requirement of exact consistency is now relaxed in gretl git; we'll try to handle a bit of sloppiness, allowing the length of the date strings to differ by one character. We could try relaxing this a little further.
Allin
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