Chow-Lin interpolation: eViews crash with >2 indicators
Posted: Sat Mar 27, 2021 9:23 am
I am trying to use the Chow-Lin method to interpolate an annual investment series using monthly high frequency indicators.
Using two indicators, everything works fine.
Whenever I try to use three or four indicators, eViews crashes. I have tried using a different three indicator series, I have tried using different interpolation setting, and eViews always crashes. I am unsure if this is because my annual investment series is quite short - only 15 values - and so the interpolation procedure does not support more than 2 high frequency indicators, or due to a problem with the software.
Can anyone help?
Thank you!
Using two indicators, everything works fine.
Whenever I try to use three or four indicators, eViews crashes. I have tried using a different three indicator series, I have tried using different interpolation setting, and eViews always crashes. I am unsure if this is because my annual investment series is quite short - only 15 values - and so the interpolation procedure does not support more than 2 high frequency indicators, or due to a problem with the software.
Can anyone help?
Thank you!