Só repassando esse achado que fiz procurando um método de mensalização (dados trimestrais para mensais) aqui na empresa. Usem com cuidado!
(Update: Please note that cubic spline interpolation can only provide estimates of data between known data points. It cannot “create” unknown data. For example, if only annual figures exist for your data set, then annual observations are the only real data. Cubic splining between them to generate monthly estimates is only an approximation technique, and does not provide new actual monthly figures). For this reason, the below method may not be appropriate for all research purposes.)
A common problem economists face with time-series data is getting them into the right time interval. Some data are daily or weekly, while others are in monthly, quarterly or annual intervals. Since most regression models require consistent time intervals, an econometrician’s first job is usually getting data into the same frequency.
In this post I’ll explain how to solve a common problem we’ve run into: how to divide quarterly data into…
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