[R] Forecasting with Timeseries with Different Frequency

Lorenzo Isella lorenzo.isella at gmail.com
Tue Jan 12 17:16:16 CET 2016

Dear All,
Suppose you have some time series, e.g. monthly data about
profits in a company.
I am trying to develop a model to predict what the profit will be the
next month or two.
Other useful data is for sure the number of employes in the company,
the volume of product purchases etc...but they are available at best
on a quarterly basis.
I am sure I am not the first one that has this problem: I would like
*not* to neglect this auxiliary info, but I am sure about how to
proceed with monthly and quarterly data.
Any suggestion is appreciated.


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