Dear all,<br><br>I&#39;m a new user to GRETL and maybe the question I&#39;m going to ask is somehow obvious, but<br>I was unable to find the answer so far (searched also through the archive of this mailing list).<br><br>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&#39;t available, get 0 instead of NA. Is there a way to avoid this from happening?<br clear="all">

<br>Thanks in advance.<br>-- <br>---------------------------------------<br>Sergey<br>