However, with a bit of programming wizardy, you can do linear interpolation of NAs quite simply:
Code: Select all
series id = @cumsum(x<>NA)
series xprev = @sumsby(x, id(-1)) 'value of X before NAs
series xnext = @sumsby(x, id) 'value of X after NAs
series lambda = (@obsid - @minsby(@obsid, id)) / @sumsby(1, id) 'how many NAs up to now in sequence
series x_interpol = lambda*xprev+(1-lambda)*xnext 'interpolated values
show x x_interpol
where X is the name of the series you wish to interpolate.
To perform log-linear interpolation you could just log X before hand, and then exp the resultant series afterwards (of course you need to ensure that X is strictly positive)