DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: denton computes the proportional Denton method of interpolation of an annual flow time series by use of an associated "indicator series", imposing the constraints that the interpolated series obeys the annual totals. The method is recommended in IMF publications as "relatively simple, robust, and well-suited for large-scale applications." It may be particularly useful in cases where, due to sizable statistical discrepancy, quarterly series do not integrate to annual totals. The indicator series only contribute their pattern to the interpolation; thus it is quite feasible to use both quarterly and annual flow series expressed at an annual rate. The interpolated series will be at a quarterly rate. Although the procedure is usually applied to flow series (such as GDP), it may be applied to stock series if they are differenced and then integrated via generate..sum(), after adding their initial value. This version of the package also contains dentonmq, a routine to perform the same task for monthly interpolation of a quarterly series. The programs may be applied to a single time series within a panel.

Language: Stata
Requires: Stata version 7.0
Keywords: benchmarking; time-series; interpolation (search for similar items in EconPapers)
Date: 2001-11-11, Revised 2008-07-15
Note: This module may be installed from within Stata by typing "ssc install denton". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/denton.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/denton.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dentonmq.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dentonmq.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s422501

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