Converting semiannual data to quarterly data

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macro_man
Posts: 24
Joined: Fri Apr 10, 2009 1:53 pm

Converting semiannual data to quarterly data

Unread post by macro_man »

Estima:

I have a series that has values for June and December. I want to interpolate it into a quarterly series using a higher frequency indicator series via the denton method. If I read the seminannaul series into RATS in a quarterly format can I then apply the Denton program? What would the correct "factor" number be for such an interpolation? Thanks.
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TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

Re: Converting semiannual data to quarterly data

Unread post by TomDoan »

Yes. With FACTOR=2 (ratio of 4/year to 2/year).
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