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