[Gretl-users] Re: low to high frequency simply by repeating values
Am 11.04.2022 um 17:26 schrieb Allin Cottrell:
On Mon, 11 Apr 2022, Sven Schreiber wrote:
>
> a NA NA NA b NA NA NA c ....
>
> I want to repeat and copy those values (a,b,c...) over to the other
> quarters of the respective years and fill the NAs with that.
tdisagg is not designed for that job (simple repetition), which can be
done via
y = ok(y) ? y : y(-1)
Thanks for the quick reply! OK, that's a nice trick there
which I will
use. IMHO, however, it would be good to incorporate even those trivial
corner cases into a specialized function like tdisagg. Or at least add a
remark about this to chapter 9.
But note that if you want "proper" disaggregation, tdisagg will accept
a series of the form you describe, with NAs in all but the first
sub-period -- you don't have to do the repetition first.
Yes, I was aware of that, because I got some kinds of interpolation
working alright. (But I didn't want them...)
thanks
sven