Frequency Conversion

[tbui]

Hi,

I have a quarterly model using quarterly averages of data, e.g., unemployment rate which is available in monthly frequency. Now I want to transform the modeled solution in quarterly back to its original monthly. If I have monthly data up to May 2016, how do I ensure that I will get the interpolated monthly data to match with original monthly data when available, using the quadratic match average or cubic spline option? or at least matching first 1-2 data points of the current quarter (April-May)? Is there any available option? I am doing it manually now then re-adjust June to keep quarterly average unchanged. Should I write the code myself? It's more time-consuming doing manually if I only have actual data up to April. In that case, I have to guess both May-June and keep the quarter average unchanged.

Thanks,

T