[Gretl-users] Question on compacting data from daily to monthly

Dear all, I'm a new user to GRETL and maybe the question I'm going to ask is somehow obvious, but I was unable to find the answer so far (searched also through the archive of this mailing list). I have a set of daily stock prices for a certain period (1970-2007). Some daily data is missing and the missing observations are marked as NA. What I would like to do is to compact the data from daily to monthly by summing the log returns of daily data. When I try to do that, months, for which daily data wasn't available, get 0 instead of NA. Is there a way to avoid this from happening? Thanks in advance. -- --------------------------------------- Sergey