I was wondering if there is a package I can use to convert my 22 annual observations to quarterly series?
Will there be any harm in doing so? Will I lose any important data specific information? I want to run VARs in levels using TY method.
frequency
I was wondering if there is a package I can use to convert my 22 annual observations to quarterly series?
Will there be any harm in doing so? Will I lose any important data specific information? I want to run VARs in levels using TY method.
Best Answer
Yes,
Eviews
does that. There are various methods, such as quadratic match method, constant-match average, etc. I am not sure whether it is available in other packages.Details here.