[Gretl-users] Midas make high frequency series stationnary
HI all,
I am working with non stationary HF data . The source of stationnarity appers to by a
seasonal patern.
The ordinary gretl functions to deal with non stationary patterns are diff sdiff , while
the corresponding diff function is hfdiff/hfldiff.
In the midas case what are the corresponding function to deal with seasonality?
Thanks in advance
Denis