Am 10.12.2008 05:14, Hodgess, Erin schrieb: > Hi again! > > I'm a complete newbie but thought that I might start small with some > of my stuff and try to bring it into gretl. > > I'm actually an R user. > > > By disaggregation, suppose you have quarterly time series data, but > want monthly data. There are several different methods that you > could use. >
Hi Erin, there are some relevant entries in the data menu for decreasing and increasing the sampling frequency of time series. For the decreasing part (for example from monthly to quarterly) you have some options like averaging, summing, etc. But for the other way around I believe gretly only changes the dataset structure, it doesn't offer any interpolation or such. So a value of 1.3 in a certain quarter would show up as 1.3, 1.3, 1.3 for the respective monthly data. Anybody please correct me if I overlooked something. cheers, sven
