temporal disaggregation
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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?
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Walter Roberson
2012-6-16
0 个投票
Use interp1(), as discussed in http://www.mathworks.com/matlabcentral/answers/41250-interpolation-to-specific-sequence-of-dates
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