Re: [Gretl-users] bug on graphing VAR inverse root
On Tue, 7 Sep 2010, sahana shreeya wrote:
does GRETL can perform linear interpolation to convert annual to
quarterly data.
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Gretl has everything you need, in terms of matrix functionality,
to implement the Chow-Lin interpolation method (Chow, G., Lin, A.,
1971, Best linear unbiased interpolation, distribution, and
extrapolation of time series by related series, Rev. Econ. Stat.
53, pp. 372-375). I have experimented with quarterly to monthly
interpolation. But it is not a built-in method in gretl, or in
other words there is no pre-programmed command to do this. This
may be added at some point.
Allin Cottrell