Interpolate Data from Monthly to Weekly

Question

Hi, How can I interpolate from monthly data to weekly (weeks must end to the last trading day of the week).

Thanks

A.

2 Answers

Your Answer

RonSchoenberg · Answer 1

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.

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RonSchoenberg

210

atan · Answer 2

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.

Thanks

A.

link

atan

0

RonSchoenberg · Answer 3

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.

link

RonSchoenberg

210

atan · Answer 4

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.

Thanks

A.

link

atan

0

Interpolate Data from Monthly to Weekly

2 Answers

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2 Answers

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