Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
For Pricing and Distribution
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Available across the globe, you can have access to GAUSS no matter where you are.
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dates dlibrary dllcall error error handling errors Excel FANPACMT file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data matrices matrix matrix manipulation Maxlik MaxLikMT Memory Optmum output PQG graphics proc procs RAM random numbers string functions strings structures threading Time Series writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
Interpolate Data from Monthly to Weekly
Hi, How can I interpolate from monthly data to weekly (weeks must end to the last trading day of the week).
I don’t see how that can be done. You would need daily data to compute weekly returns. Monthly data doesn’t have the required information in it to compute weekly returns.
Actually, I use weekly data for my modelling purposes and I need to incorporate some monthly macro-variables, so I need to interpolate them to weekly. Finally problem solved, I wrote a code for that.