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

Posted:

**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

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