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Lagrangian interpolation?

Posted: Tue May 03, 2011 2:05 pm
by bobshackleton
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 ...

Re: Lagrangian interpolation?

Posted: Wed May 04, 2011 1:09 pm
by bobshackleton
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!