[Gretl-users] Re: No date information in b-g.gdt example dataset

On Wed, Jul 13, 2022 at 3:37 PM Sven Schreiber <svetosch(a)gmx.net&gt; wrote: > Am 13.07.2022 um 16:16 schrieb Cottrell, Allin: >> nols/yrs is 4.875. So you'd have to place 4 or 5 holidays per year. >> Christmas, the 4th of July, and New Year are good candidates. Not sure >> how you'd place the rest. >> > Hm, but something's weird with the dayskip description. If the first obs > is Jan 3rd, 1984 (1984-01-03), then according to weekday() the first > couple of obs where dayskip is 1 would be Fridays (weekday() is 5 > there). But the series' label says "no trading took place on the > previous day". Should this perhaps rather say "on the next day?". No. It's explicitly Mondays and other days not preceded by a trading day. See http://www.econometrics.com/intro/garchdat.htm . 1984-01-03 was a Tuesday, The dayskip value of 1 at observation 4 presumably refers to Monday the 9th, with the preceding Friday being skipped as well as the weekend.