EViews.com

Greetings. Please am having issues concerning the appropriate frequency conversion method. My annual time series are energy consumption, co2 emission, income, and population. My quarterly datasets are electricity and gas price indices, while my monthly datasets is average temperature. I intend converting the annual and quarterly data sets to monthly so that I can use them with the annual temperature variable for my analysis. The problem is that when I convert the annual datasets into monthly datasets with the High to Low-frequency methods in EVIEWS, I get no relationships with my datasets, except other converted annual variables like income, population, etc. Please, I need help with this issue and will welcome any suggestions or recommendations.

Regards.

Perhaps you should convert everything to annual instead. Converting from annual to monthly has the inherent problem that you can't really kn ow what the monthly pattern is.

Thank you, Startz for your reply. Please, do you think converting all datasets to quarterly would be an alternative? if yes, then which High to Low-frequency conversion method will be appropriate for the conversion, considering the type of datasets to be used ?

There's no general rule. You will just have to try some things.