Hello Rolf, Thanks for your kind reply!
I figured out there is a function splint in fields that can do the cubic spine interpolation which would enable me to get the monthly series from the quarterly series. Problem solved. Here is the code I use the do the task: out <- cbind(out, splint(qtrly$rDate, qtrly[,names(qtrly)[i]] ,subset(mthly, rDate <= max(qtrly$rDate))$rDate )) where qtrly is the quarterly data and mthly is the monthly data. Cheers, Rebecca -----Original Message----- From: Rolf Turner [mailto:rolf.tur...@xtra.co.nz] Sent: Wednesday, February 20, 2013 3:14 PM To: Yuan, Rebecca Cc: R help Subject: Re: [R] To convert a quarterly data to a monthly data. This question doesn't make a lot of sense to me. What do you expect/want your "XXX" values to be? If you only know that the value for the first quarter was 100, you cannot infer the individual values for January, February and March. All you know is that these values sum to 100. cheers, Rolf Turner On 02/21/2013 08:15 AM, Yuan, Rebecca wrote: > Hello, > > I have a data set has > > 2001Q1 100 > 2001Q2 101 > 2001Q3 120 > 2001Q4 103 > ... > > > And would like to convert it to a monthly data. i.e. > > 200101 XXX > 200102 XXX > 200103 XXX > 200104 XXX > 200105 XXX > 200106 XXX > 200107 XXX > 200108 XXX > 200109 XXX > 200110 XXX > 200111 XXX > 200112 XXX > > I googled for "convert quarterly data to monthly data R" but most search > results shows how to convert monthly data to quarterly data, not the way I > need. > > Is there any library or function in R can do that? > > Thanks very much! > ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:2}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
