proc expand functionality

[annacole2408]

Hello, everyone. I am using the function convert daily/ observed = beginning

My daily data are a set of VIXCLS from FRED. When there is a value for the first day of the month, the output from the function above is the same as the original data. When there is not a value, however, it appears that SAS is somehow interpolating the data. I have tried several replications in MATLAB, using linear interpolation, spline interpolation, but have not been able to correctly replicate this function. Can someone please give insight into what the observed=OPTION function is doing when using the 'beginning' selection.

Thank you in advance

[ballardw]

I suggest including the entire Proc Expand code as options on many procedures may have interact with other options on other statements.

[Ksharp]

Firstly, Did you check the documentation of PROC EXPAND.
Secondly, Since PROC EXPAND is product under SAS/ETS. That would be better if you post it at Forecasting Forum:
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics

[Kurt_Bremser]

I moved the question to the Forecasting community.