How to transfer monthly GDP from Yearly GDP?

[audreyliu201]

DATE       GDP
1/1/2012 16155.255
1/1/2013 16691.517
1/1/2014 17427.609
1/1/2015 18120.714
1/1/2016 18624.475

Hi, Everyone. This is the data I have, But I would like to transfer it to monthly data in SAS. For example, I can have GDP of 1/1/2012, 2/1/2012...12/1/2012. I know how to do this in Eviews software. But I have no clue how to do it in SAS. Would you mind helping me?

[PGStats · Accepted solution]

If you have a SAS/ETS licence, use proc expand:

proc expand data=gdp out=mgdp from=year to=month;
id date;
run;

This will give you a spline interpolation. For a linear interpolation:

proc expand data=gdp out=mgdp from=year to=month method=join;
id date;
run;

[audreyliu201]

It works!

Thank you so much