R help - Apr 2013 - convert annual data to quarterly frequency

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.

Thanks!




	[[alternative HTML version deleted]]

On Apr 5, 2013, at 2:12 PM, Ravshonbek Otojanov <r.otojanov at 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.
Please don't post to two lists -- and I think the package you're looking
for is a crystal ball, coincidentally my OED Word of the Dat.

Michael 

> 
> 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.
> 
> Thanks!
> 
> 
> 
> 
>    [[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at 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.

On 05-04-2013, at 21:12, Ravshonbek Otojanov <r.otojanov at 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