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.
Allin.