Interpolating a low-frequency time to a high-frequency one: programing and estimation procedure for matlab
Thanabalasingam Vinayagathasan · Sri Lanka Journal of Economic Research · 2014
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.