[Gretl-users] Re: Midas make high frequency series stationnary

Hi Sven , Thanks a lot for your reply. My question is if it possible to get the desired result by using the seasonal differences before compacting the high-frequancy data. This method , that is sdiff in the high frequency series, is compatible with the method of constructing a Midas dataset ? Or I must use a "special" function as I did when using first deifferences , that is the hfdiff function istead of diff function? cheers, Denis