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Interpolating a low-frequency time to a high-frequency one: programing and estimation procedure for matlab

Author:

T. Vinayagathasan

University of Peradeniya, LK
About T.
Department of Economics and Statistics
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Abstract

This study provides an estimation procedures and statistical package programing for temporal disaggregation of time series data. That is, this method is used to disaggregate low frequency data to higher frequency data. Temporal disaggregation can be performed with one or more high frequency indicator series.
How to Cite: Vinayagathasan, T., 2014. Interpolating a low-frequency time to a high-frequency one: programing and estimation procedure for matlab. Sri Lanka Journal of Economic Research, 2(2), pp.93–108. DOI: http://doi.org/10.4038/sljer.v2i2.94
Published on 30 Dec 2014.
Peer Reviewed

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