On 05-04-2013, at 21:12, Ravshonbek Otojanov <r.otoja...@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. Berend ______________________________________________ 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.
