Re: [Gretl-users] change frequency
-------- Original-Nachricht --------
Datum: Thu, 19 Nov 2009 09:21:16 -0500 (EST)
Von: Allin Cottrell <cottrell(a)wfu.edu>
An: Gretl list <gretl-users(a)lists.wfu.edu>
Betreff: Re: [Gretl-users] change frequency
On Thu, 19 Nov 2009, Sven Schreiber wrote:
> Isn't djclose.gdt just a 5-day weekly dataset? I mean, menu Add
> -> periodic dummies would seem to do the trick -- I suspect
> there was a misunderstanding about the term "irregular", no?
No, djclose has holidays missing. If you construct the Monday
dummy as I indicated you'll see that it's not strictly periodic.
whoops, ok sorry.
-sven