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Converting semiannual data to quarterly data

Posted: Thu Feb 18, 2010 9:40 am
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.

Re: Converting semiannual data to quarterly data

Posted: Thu Feb 18, 2010 10:30 am
by TomDoan
Yes. With FACTOR=2 (ratio of 4/year to 2/year).