Matching the average of the cubic spline interpolation to equal the high frequency data

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saranya
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Joined: Wed Nov 16, 2016 5:51 am

Matching the average of the cubic spline interpolation to equal the high frequency data

Postby saranya » Tue Jan 24, 2017 4:44 am

Hi,
I wanted to convert an annual series to quarterly using cubic spline interpolation in such a way that the average of the cubic interpolation for the year equal exactly the series at an annual basis.
lets say:
What I have currently: Data from 2010 to 2015 in annual terms. ----- (1)

I need the same data in quarterly series-- for which I do a cubic spline interpolation. Now I get data from 2010 q1 to 2015 q1. (By using Match = first) ---(2)

what I need: average of the cubic spline for each year should equal the annual series-- ie the average of data for each year in (2) should exactly equal the annual series we have in (1)

Is this possible via EViews?

Hoping to receive a reply soon

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Matching the average of the cubic spline interpolation to equal the high frequency data

Postby EViews Gareth » Tue Jan 24, 2017 8:33 am

There is no built in way to do it, no.
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saranya
Posts: 29
Joined: Wed Nov 16, 2016 5:51 am

Re: Matching the average of the cubic spline interpolation to equal the high frequency data

Postby saranya » Mon Jan 30, 2017 1:56 am

Thanks Gareth. Also, is it possible to take some text from an excel spread sheet to eviews? For instance, I want some bloomberg or haver based codes incorporated in the fetch functionality. i.e, I want to make the codes dynamic and thereby allow the user to delete or add any codes of the data series to the excel sheet instead of doing the same in E-views based programme. Is it possible?

EViews Gareth
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Posts: 11369
Joined: Tue Sep 16, 2008 5:38 pm

Re: Matching the average of the cubic spline interpolation to equal the high frequency data

Postby EViews Gareth » Mon Jan 30, 2017 8:36 am

You can use the importtbl command to import the Excel codes into a table, then read them from the table.
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