Interpolating annual data to quarterly
Posted: Sat Aug 20, 2016 6:23 am
Dear Sir,
I was attempting to derive quarterly interpolated data for housing stock from a time series of annual data. As it is stock data that I am using, I wish to have the final quarter of each year equal to the value from the annual data (end-year) observation, so I presume that under options MAINTAIN=FINAL should be used. The code I have been using is the following:
cal(q) 1970:1
open data "Housing Stock Annual to Qtrly.rat"
data(format=rat) 1970:1 2015:4
set trend = t
source(noecho) disaggregate.src
@disaggregate(factor=4,model=loglin,maintain=final) HSTK / HSTK_q
# trend
However, I get the following error message:
## DLM2. No Observations Produce Valid Output. Check Data and Initial Values The Error Occurred At Location 4054, Line 218 of DISAGGREGATE
It doesn't make sense to use the alternative MAINTAIN=SUM (as it is stock data) so the nearest workable alternative which provides results is MAINTAIN=AVERAGE. This is less than ideal though.
I would appreciate it if you could help identify why I can't get results using MAINTAIN=FINAL.
Thanks in advance.
I was attempting to derive quarterly interpolated data for housing stock from a time series of annual data. As it is stock data that I am using, I wish to have the final quarter of each year equal to the value from the annual data (end-year) observation, so I presume that under options MAINTAIN=FINAL should be used. The code I have been using is the following:
cal(q) 1970:1
open data "Housing Stock Annual to Qtrly.rat"
data(format=rat) 1970:1 2015:4
set trend = t
source(noecho) disaggregate.src
@disaggregate(factor=4,model=loglin,maintain=final) HSTK / HSTK_q
# trend
However, I get the following error message:
## DLM2. No Observations Produce Valid Output. Check Data and Initial Values The Error Occurred At Location 4054, Line 218 of DISAGGREGATE
It doesn't make sense to use the alternative MAINTAIN=SUM (as it is stock data) so the nearest workable alternative which provides results is MAINTAIN=AVERAGE. This is less than ideal though.
I would appreciate it if you could help identify why I can't get results using MAINTAIN=FINAL.
Thanks in advance.