On Mon, 17 Sep 2012, Annaert Jan wrote:
Very compact, as always. But it wouldn't work for a dataset with
weekly
or daily frequency, would it?
For daily data, I can't see why not. For weekly data, the problem is that
365 is not a multiple of 7.
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Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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