Re: [Gretl-users] From daily to monthly or quaterly data...
Thanks a lot.
Giuseppe Vittucci
On Tue, 26 Oct 2010, Giuseppe Vittucci wrote:
I searched the manual and the mailing list archive but I found no
clue.
I have a daily financial time series and I would like to "shrink" the db
from a daily to a monthly frequency taking some statistics for each
relevant period. E.g. the mean or the median of the daily prices for
each month, etc.
Is there a way in gretl to do this?
You want the "dataset" command:
dataset compact 12
will convert daily data to monthly. Summation and mean are
supported, but not the median at present.
Allin Cottrell
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