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Time series temporal disaggregation (or: going from low frequency to higher frequency)

Several Official Bodies (Central Banks Eurostat etc) use Chow-Lin
interpolation to derive  quarterly data from annual or monthly from
quarterly.  It may be the case that the higher frequency data have
only recently been produced.  I don't know if anyone has produced any
R routines but if you google "Chow-Lin interpolation" you will
probably find implementations in Matlab or Gauss that should transfer
easily to R.  My implementation in RATS can  be accessed at
ideas.repec.org/p/cbi/wpaper/2-rt-04.html.  This contains an
explanation of the methodology and references to the original papers.

The research section of the Eurostat website also contained some
relevant material.

Best Regards

John

2009/10/30 Brian G. Peterson <brian at braverock.com>: