Please e-mail me any suggestions.
How do I estimate a model in a frequency other than
monthly, quarterly, or annual?
For any other frequency, say, daily, weekly, bimonthly, etc., date the observations
as if the data were monthly, quarterly, or annual, without regard to the actual
dates of the data. For example, if data
were weekly, but dated as if it were annual, the first week could be assigned
the date of 200101, the second week 200201, the third week 200301, etc.
Be aware that the earliest valid date code is 10101, corresponding to
January 1 in the year 101. All years
must be greater than 100. A year less
than 100 is interpreted by the software as being in either the 20th
or 21st centuries, that is, 1900 or 2000 is added to it. In one place in the software, a date is
constructed that is one period prior to the first date. This rules out using 100 as the first year,
since the software will interpret the prior year as being in the 20th
century, not the first. The earliest
year that will “work” in the software is 101, which corresponds to the date
code 10101.