[Gretl-users] Re: No date information in b-g.gdt example dataset
On Wed, Jul 13, 2022 at 1:31 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
Well, it's not really "undated" in gretl's
terminology, I think, because
it comes as a daily time-series dataset. There's also the accompanying
variable "dayskip" which tells you when the previous day (or presumably,
_at least_ the previous day, perhaps two over the weekend) was not a
trading day. Wouldn't it be possible to reconstruct the time information
from there? I mean we have the starting date, and we have gretl's
weekday() function, and because of "dayskip" we know when there's a gap.
<hansl>
nulldata 2086
setobs 5 1984-01-03 # ends at 1991-12-31
mondays = sum(weekday($obsmajor,$obsminor,$obsmicro)==1)
scalar dayskip_sum = 456 # from b-g.gdt
nhols = dayskip_sum - mondays
scalar yrs = 1991 - 1984 + 1
eval nhols / yrs
</hansl>
nols/yrs is 4.875. So you'd have to place 4 or 5 holidays per year.
Christmas, the 4th of July, and New Year are good candidates. Not sure
how you'd place the rest.
Allin