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Transforming Annual Data to Quarterly Data

Posted: Fri Sep 11, 2009 7:41 am
by Riaz
Hi All

I wonder if there is an EViews script (program) relatively short one, that could help transform annual data to quarterly data. If so, could I please have it.

Many thanks, R

Re: Transforming Annual Data to Quarterly Data

Posted: Fri Sep 11, 2009 7:43 am
by EViews Gareth
It's just a case of copying the data from an annual page to a quarterly page

Re: Transforming Annual Data to Quarterly Data

Posted: Thu Oct 01, 2009 5:43 am
by sdudek
See post:

Temporal disaggregation procedures in ‹ Program Repository >
http://forums.eviews.com/viewtopic.php?f=15&t=1342

Re: Transforming Annual Data to Quarterly Data

Posted: Thu Oct 01, 2009 11:34 am
by terrya
See post:

Temporal disaggregation procedures in ‹ Program Repository >
http://forums.eviews.com/viewtopic.php?f=15&t=1342
The problem with these is the program agg_help is missing

Re: Transforming Annual Data to Quarterly Data

Posted: Fri Oct 02, 2009 9:11 am
by sdudek
sorry, now agg_help is also attached

Re: Transforming Annual Data to Quarterly Data

Posted: Mon Oct 12, 2009 4:35 pm
by tcfoon
Dear All,

I would like to interpolate the data from annual to quarterly with Eviews, but I am not sure how Eviews compute the interpolate quarterly data? For example, is Eviews follow the procedure proposed by Chow-Lin, Gandolfo,...etc?

Thank you,

Re: Transforming Annual Data to Quarterly Data

Posted: Mon Oct 12, 2009 6:04 pm
by startz
EViews offers a variety of frequency conversion methods. if you copy a series from an annual page and paste-special into a quarterly page you can choose the one you like.

Re: Transforming Annual Data to Quarterly Data

Posted: Mon Oct 12, 2009 7:25 pm
by tcfoon
Dear Startz,

Thank you for your fast feedback. Yes, I did it, but when I used it for my thesis and research papers of course I have to cited the source. Unfortunately, I am not sure who should I cited? Let say I am using the Quadratic match-sum..

Moreover, how is the interpolation technique works or what is the formula used to interpolate?

Thank you,