On Tue, 7 Sep 2010, sahana shreeya wrote: > does GRETL can perform linear interpolation to convert annual to > quarterly data.
Please send a new message with an appropriate subject line rather than tagging onto an existing thread, if your message is not relevant to that thread. 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
