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

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

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.

Suggested Citation

  • Tom Doan, "undated". "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components RTS00036, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00036
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/chowlin.src
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    Keywords

    Interpolation; RATS;

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