[Gretl-users] aggregate or disaggregate

Sven Schreiber svetosch at gmx.net
Wed Dec 10 06:33:37 EST 2008


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


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