Interpolating monthly readings from quarterly readings

M

musicgold

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1/30/12
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Hi,

I have a data series that has annual readings between 1998 and 2003 and quarterly readings from 2004 onwards. I need to find the correlation of this series with another series consisting of monthly readings since 1998.

I am not sure how to get the monthly readings for the first series.

Also, What would happen if I assigned a quarterly number to the associated months, and an annual number to the associated months. For example, if I have a Q1/11 reading of 3.5%, can I assume that Jan-11, Feb-11 and Mar-11, each have the reading of 3.5%?


Thanks.
 
If you assume equal monthly returns for Q1 then solve \(\large(1+r\right)^{3}=1+0.035\) for \(r\).
 
Are you working with straight numbers? or are they something like monthly annualized or quarterly annualized?
 
I'm sure the real statisticians can comment on this - but your best bet might just be to get the quarterly points (difference of course) for your monthly data, and correlate those against your quarterly data set. Not sure you want to do the interpolation there (since that will cause other problems)
 
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