Proc Expand linear interpolation without calendar adjustment

dsriggs11 — Thu, 13 Jun 2019 18:22:52 GMT

Is there a way to use proc expand to interpolate a time series from quarterly to monthly frequency without taking the number of days into account? Treating all quarters/months as if they have the same number of days?

Re: Proc Expand linear interpolation without calendar adjustment

ghosh — Sun, 16 Jun 2019 17:17:59 GMT

proc expand data=qtr_series out=mth_series from=qtr to=month;
   convert analysis_var / observed=average;
   id date_var;
run;

topic Re: Proc Expand linear interpolation without calendar adjustment in SAS Programming

Proc Expand linear interpolation without calendar adjustment

Re: Proc Expand linear interpolation without calendar adjustment