On Mon, 17 Sep 2012, Annaert Jan wrote: > Very compact, as always. But it wouldn't work for a dataset with weekly > or daily frequency, would it?
For daily data, I can't see why not. For weekly data, the problem is that 365 is not a multiple of 7. -------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti --------------------------------------------------
