Expanding a time series
Posted: Mon Mar 02, 2015 8:18 am
Hi,
I was wondering if you can help me writing a code where I can expand a times series to match it with another time series (maybe a subroutine). Let's say I have the currency in one vector (monthly series) with the last observation Feb 2015 and my CPI series's last observation is Dec 2014. How can I just expand the CPI series by copying the last observation let's say Dec 2014 into the Jan and Feb 2015 to match the length of my currency time series and perform a regression?
Thank you
I was wondering if you can help me writing a code where I can expand a times series to match it with another time series (maybe a subroutine). Let's say I have the currency in one vector (monthly series) with the last observation Feb 2015 and my CPI series's last observation is Dec 2014. How can I just expand the CPI series by copying the last observation let's say Dec 2014 into the Jan and Feb 2015 to match the length of my currency time series and perform a regression?
Thank you