Hi,
possibly for the first time I tried to do a Johansen cointegration test
with gretl on 7-day daily data. It turns out that the tick box for
including seasonal dummies was greyed out, so that I needed to add the
weekday dummies manually. I don't see an underlying econometric reason
why it wouldn't be possible to add weekday dummies just like regular
monthly or quarterly dummies with other data frequencies. So this is
basically a request to enable that. Or am I missing something?
thanks
sven