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Quarterly growth to monthly

Posted: Wed Apr 29, 2015 6:45 am
by miorinnovo
Does anyone know how to code a program so that a quarterly growth rate is transferred to 3 monthly growth rates?

Re: Quarterly growth to monthly

Posted: Wed Apr 29, 2015 7:43 am
by EViews Gareth
You'll have to provide more details on what you're trying to do.

Re: Quarterly growth to monthly

Posted: Fri May 01, 2015 8:34 am
by miorinnovo
Its actually pretty simple in principle. I am going to run a regression that will create a forecast of quarterly growth rates. The I want to be able to automatically convert those quarterly growth rates into a new monthly series. So if the quarterly growth rate is 3% for example I'd like it to automatically convert that to approximately 1% in the three months of the quarter.

Re: Quarterly growth to monthly

Posted: Fri May 01, 2015 8:46 am
by EViews Gareth
So you want to take the quarterly growth rate and divide it by three to get the monthly one?

What, exactly, is the conversion method you want to use to go from quarterly to monthly?

Re: Quarterly growth to monthly

Posted: Fri May 01, 2015 8:50 am
by miorinnovo
Well I guess that's not correct actually because the quarterly growth rate is influenced not only by the months in the the quarter but also by the growth in the months of the previous quarter. I'm not sure what method would convert to monthly.