On Fri, 24 Jan 2020, klaus.hasenbach(a)web.de wrote: Thanks for the report. This is a point we need to raise with the dbnomics people. The ECB series you mention holds 230 monthly observations from 1999-02 to 2019-12. But that period includes 251 months: 21 observations are missing. Now there are two ways of handling this: A. Give 251 dates and put "NA" (or similar) for the 21 missing values. B. Give only 230 dates (skipping some of them altogther) and leave it up to the reader to figure where missing values should be inserted. I believe that dbnomics has used method A up till recently, and that's what gretl is expecting. But these ECB data use method B, so it appears to us that this is not a valid time series -- the dates are not consecutive. (Side note: if you download CSV from the dbnomics site the dates are consecutive, with NAs inserted, but if you download the JSON, as gretl does, the missing values are just skipped.) In principle gretl could handle case B, but it's more complicated and we need to determine if this can be expected, going forward, or it's an anomaly that the dbnomics people are willing to fix. Allin Cottrell