[R] convert annual data to quarterly frequency

R. Michael Weylandt <michael.weylandt@gmail.com> michael.weylandt at gmail.com
Sat Apr 6 08:38:36 CEST 2013



On Apr 5, 2013, at 2:12 PM, Ravshonbek Otojanov <r.otojanov at qmul.ac.uk> wrote:

> Hi,
> I was wondering if there is a package I can use to convert my 22 annual observations to quarterly time series so that I will have 88 observations.

Please don't post to two lists -- and I think the package you're looking for is a crystal ball, coincidentally my OED Word of the Dat. 

Michael 


> 
> Also, will there be any harm in doing so? will I loose any important data specific info? I want to run VARs in levels using TY method. Due to small sample, i will probably use a bootstrap method.
> 
> Thanks!
> 
> 
> 
> 
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