Re: [Gretl-users] Help regarding time series
On Thu, 10 Dec 2015, Marc O'Callaghan wrote:
In a time series which comprises daily entries over 10 years, how
may I select a certain period of each year, i.e. only March-April
for instance ?
[...]
I then proceeded to restrict based on the criterion
month >= 2 && month <= 4
[...]
Ah, I see that while my answer at
http://lists.wfu.edu/pipermail/gretl-users/2015-December/011398.html
works for the March-April selection, it doesn't work for the second
variant, February-March-April, since that does not have a fixed
number of observations per year. In the latter case you'd have to
drop back to a custom frequency-1 time series
setobs 1 1 --special-time-series
after sub-sampling on the months in question, to turn the data into
what gretl takes to be a time series.
As this is surely not an over-the-top functionality [...]
Well, it's extremely unusual! Selecting only certain days in the
week to form a time series is quite standard -- provided it's the 5
weekdays or the 5 plus Saturday -- but selecting only certain months
in the year is something I've never heard of.
Allin Cottrell