Lagrangian interpolation?

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bobshackleton
Posts: 25
Joined: Wed Mar 23, 2011 6:50 am

Lagrangian interpolation?

Postby bobshackleton » Tue May 03, 2011 2:05 pm

Has anyone written a Lagrangian interpolation procedure to fit the pattern of one high-frequency series while converting a different low-frequency series to the higher frequency? I would dearly love to avoid writing it myself ...
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bobshackleton
Posts: 25
Joined: Wed Mar 23, 2011 6:50 am

Re: Lagrangian interpolation?

Postby bobshackleton » Wed May 04, 2011 1:09 pm

Actually, it looks as though the Denton procedure at this post is a superior method anyway:

http://forums.eviews.com/viewtopic.php?f=15&t=1342

Many thanks to sdudek!
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