Dear all,
How can I generate a Monday dummy if the daily data is on a irregular
week base, for example, djclose.gdt?
Thanks
Yi-Nung Yang
2009/11/19 Allin Cottrell <cottrell(a)wfu.edu>:
It might also be worth noting that you can do this sort of thing
(or generalizations of it) easily with basic script commands.
<script>
nulldata 60
# fake daily data
setobs 5 1 --time-series
series x = normal()
genr time
genr mondum = (time % 5 == 1)
print time mondum x -o
smpl mondum --dummy
setobs 52 1 --time-series
print time mondum x -o
store weekly.gdt
</script>