temporal disaggregation
6 views (last 30 days)
Show older comments
Dear all
I have the following data set
dates price
23/11/08 2
28/12/08 3
25/01/09 4
The first value is of 4-week average (average of prices across 28 days). The next value is a 5-week average and the last one is a 4-week average. I want to calculate average monthly prices. Temporal disaggregation is what I have in mind. Any code/suggestion?
0 Comments
Accepted Answer
Walter Roberson
on 16 Jun 2012
Use interp1(), as discussed in http://www.mathworks.com/matlabcentral/answers/41250-interpolation-to-specific-sequence-of-dates
0 Comments
More Answers (0)
See Also
Categories
Find more on Price and Analyze Financial Instruments in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!