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Posted: **Tue Sep 27, 2011 8:17 am**

Hi,

I want to know the method underlying the Quadratic Match sum.

It says in the userguide that "The quadratic polynomial is formed by taking sets of three adjacent points from the source series and fitting a quadratic so that either the average or the sum of the high frequency points matches the low frequency data actually observed"

After fitting the polynomial, what method is used to calculate the High frequency points?
If I were to replicate this in Excel how can I do this?

Any help is greatly appreciated.

Thank you!

Posted: **Tue Sep 27, 2011 8:35 am**

Say you have the following quarterly data:

Code: Select all


2002Q3     150
2002Q4     105
2003Q1     100

And you want to know the monthly data for Oct, Nov, Dec 2002. You need to find the values of A, B, and C such that the average of At^2+Bt+C (where t is a trend) over the three months in each quarter is equal to the quarterly values above:

Code: Select all


Month    Trend	  at^2+bt+c	 Average
Jul-02	0 	   172.4074089	
Aug-02	1	    148.5185195	
Sep-02	2	    129.0740746	   150
Oct-02	3	    114.0740743	
Nov-02	4	    103.5185185	
Dec-02	5	    97.40740727	   105
Jan-03	6	    95.74074059	
Feb-03	7	    98.51851846	
Mar-03	8	    105.7407409      100

Here the 3rd column is calculated as A*trend^2 + B*trend + C. You need to find A, B, C such that the average of the first three rows is 150, the average of the 2nd three is 105, and the average of the last three is 100. The solution is A=2.22222, B=-26.11111, C=172.4074.

Posted: **Wed Sep 28, 2011 3:14 am**

Hi Gareth,

Thank you for the prompt reply.
How do you find the solutions to A,B & C? Is an equivalent of a 'Solver' being used?
And will the trend always start from 0?

Thank you,

Posted: **Wed Sep 28, 2011 6:27 am**

Yes and yes.

Posted: **Thu Apr 11, 2013 8:02 pm**

hi,

I am trying to replicate this but I cannot use solver because there are multiple target criteria (ie. that each of the quarterly sums equal the quarterly number). Does any one have a solution?

Thanks

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Frequency conversion - Low to High - Quadratic match method

Frequency conversion - Low to High - Quadratic match method

Re: Frequency conversion - Low to High - Quadratic match met

Re: Frequency conversion - Low to High - Quadratic match met

Frequency conversion - Low to High - Quadratic match method

Re: Frequency conversion - Low to High - Quadratic match met