[R] convert annual data to quarterly frequency

Berend Hasselman bhh at xs4all.nl
Sat Apr 6 08:48:21 CEST 2013

On 05-04-2013, at 21:12, 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.
> 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.

For timeseries a lot can be found here: http://cran.r-project.org/web/views/TimeSeries.html (including the package mentioned further on).

Have a look at package tempdisagg. It can do what you want.


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