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Dear All,
I have 2 workfiles. The sample of the first workfile contains annual GDP from 1986 to 2019 and the sample of the second workfile contains the same data (annual GDP) but from 1986 to 2020.
When I use Denton approach to convert annual GDP to quarterly GDP, the 2 quarterly data series (in workfile 1 from 1986 to 2019 and workfile 2 from 1986 to 2020) are not identical. They are identical until the fourth quarter 2009, but from 2010 the quarterly series become different.
I can't understand this difference between quarterly converted data despite the fact that the annual database is the same.
Please can you help me to solve this problem. I need the same quarterly GDP series (the first one from 1986 to 2019 and the second from 1986 to 2020).
The results of data conversion using Denton approach are in the attached workfiles.

Denton uses the entire annual data series when computing each quarterly value. Changing one annual data point (or adding/removing a data point) can change the quarterly values much earlier or later than the changed annual value.

Thank you for your reply.
So which approach can I use to convert annual data into quarterly data in order to have the sama quarterly series in the 2 cases (data from 1986 to 2019 and data from 1986 to 2020) ?

Pretty much anything other than Denton, Chow-lin or Litterman.

The documentation has details.

Ok thanks a lot