Dear gretl-users,
first of all I have to say that I am a beginner user of gretl.
I have a time-series with a frequency of 15 minutes (electricity
consumption).
~12 000 observations from 1 January 2009.
Is there a way I could set this frequeny? (unfortunatelly I don't use
the script language yet)
There is of course a daily seasonality and a weekly too, so I thought I
should use 672 lags as predictor but was unable to do it with the ARMA task.
In addition there are some days where the electricity consumption is
much lower due to national holidays. I wanted to use dummy variables to
solve this problem, but the fitting was very poor on these days.
Thank you for your attention tips and help!
Daniel Kehl