Re: [Gretl-users] "join" + MIDAS, continued
On Fri, 19 Jan 2018, Allin Cottrell wrote:
There follows an example of the syntax in case 3), supposing you have
a
monthly data workspace and you wish to import 5-day daily data from a CSV
file in which there's a column headed "obs" holding dates in the format
month/day/4-digit-year:
join mydaily.csv --aggr=spread --tkey="obs,%m/%d/%Y" --pd=5
Sorry, that's incomplete: we need the name of a series to import.
Revised version, with series-name "IBM":
join mydaily.csv IBM --aggr=spread --tkey="obs,%m/%d/%Y" --pd=5
Allin