Re: [Gretl-users] Rolling correlation between time series

Thanks the advice; t'was very helpful. Now to another dumb question but with this time with a twist. I want to compute the correlation (of change) between two time series of different frequencies, monthly oil prices and quarterly manufacturing shipments. I would interpret the recommendation from my old econometrics textbook to turn the monthly data into quarterly; and then compute the rolling correlation of change. According to the new age, is there a better way to do this? Is there a package in GRETL that allows users to examine time series patterns with data of different frequencies? On Mon, Jan 16, 2017 at 7:49 PM, Tomas Nilsson <tknilsso(a)gmail.com&gt; wrote: