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Monthly to Weekly Frequency
Posted: Wed Jan 17, 2018 7:21 pm
by george_eviews
I need to interpolate monthly CPI to weekly frequency. When I use Denton's approach I get the same series as when I use linear interpolation. Why does this happen?
Thank you for your help,
George
Re: Monthly to Weekly Frequency
Posted: Wed Jan 17, 2018 8:37 pm
by EViews Gareth
Hard to say without the file and knowing exactly what you did.
Re: Monthly to Weekly Frequency
Posted: Wed Jan 17, 2018 11:26 pm
by george_eviews
File attached. The steps are as follows: I copied the data from the monthly page, then went paste special into weekly page, and select 'Date with frequency conversion' chose Denton and match 'first'.
Best,
George