On Sun, Apr 15, 2012 at 4:00 AM, Allin Cottrell <cottrell@wfu.edu> wrote:

On Sun, 15 Apr 2012, Bulent Erdemir wrote:

> I try to compact the attached daily data to monthly data using
> end-of-period option. It works, however, missing one monthly observation
> for 2009:11 after compaction. I'd like to know why. Couldn't find a clue in
> the docs.The daily data for that month ends in 11/26/2009. Can that be a
> reason ?

Obviously, yes. 11/26/2009 was a Thursday, and so was not the "end
of the month" for any standard daily frequency (5, 6 or 7-day). If
you want to fake it (assuming 5-day data), add an observation for
Friday 11/27/2009 with the same value as the previous day.

Allin Cottrell
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