CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: ChowLin distributes a series, changing the frequency to a higher one while maintaining the sum over each period, using the Chow-Lin(1971) or related procedure. The newer procedure disaggregate.src is a better choice. Chow and Lin(1971), "Best Linear Unbiased Interpolation, Distribution and Extrapolation of Time Series by Related Series", Review of Economics and Statistics, vol 53, 372-375. Fernandez(1981), "A Methodological Note on the Estimation of Time Series", Review of Economics and Statistics, vol 63, 471-478. Litterman(1983), "A Random Walk, Markov Model for the Distribution of Time Series", JBES, vol 1, 169-173.

Language: RATS
Requires: RATS 6.20
Keywords: Interpolation (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://www.estima.com/procs_perl/chowlin.src (text/plain)

Related works:
Journal Article: A Random Walk, Markov Model for the Distribution of Time Series (1983)
Journal Article: A Methodological Note on the Estimation of Time Series (1981)
Journal Article: Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00036

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