CODEWITHSUNDEEP
statisticsstata
plumbus_bouquet
plumbus_bouquet

Reputation: 453

Combining Monthly and Quarterly Data

I have a large amount of small data sets that all describe certain aspects of the tourism industry in New Zealand. What they all have in common is regional and year coding.

However, not all the data have the same frequencies. Some data are recorded as monthly and some data are reported as quarterly.

Now I know on SAS there is the EXPAND function to interpolate monthly values from quarterly data, and I was wondering if there was an equivalent command in Stata? And whether you would recommend to use it?

Because the thing is, that all these data are available quarterly, but I'm thinking of using an estimation procedure that is very degree of freedom intensive, so I want all the observations I can get.

Upvotes: 1

Views: 1554

Answers (1)

Nick Cox
Nick Cox

Reputation: 37208

???

That's three question marks, but it doesn't really differ in information from one.

Stata has an expand command so in principle you could just get 3 copies of each quarterly value. In practice, you would be kidding yourself if you thought you had 3 times as much information, no more than answering who is buried in Grant's tomb three times with the same name would be more informative.

There is one important exception to this harsh answer. Type ssc desc denton to learn about a method to extend coarse series to fine series, provided that you have fine data to use as a basis for the expansion.

Upvotes: 2

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