Solved – Convert annual data to quarterly frequency

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.

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