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DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method

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Author Info

  • Christopher F Baum

    ()
    (Boston College)

  • Sylvia Hristakeva

    ()
    (Boston College)

Abstract

denton computes the proportional Denton method of interpolation of a low-frequency flow time series by use of an associated high-frequency "indicator series", imposing the constraints that the interpolated series obeys the low-frequency totals. The method is recommended in IMF publications as "relatively simple, robust, and well-suited for large-scale applications." It may be particularly useful in cases where, due to sizable statistical discrepancy, quarterly series do not integrate to annual totals. The indicator series only contribute their pattern to the interpolation. The routine can interpolate annual data to quarterly or monthly, and quarterly data to monthly. The stock option allows the routine to handle stock (rather than flow) series. A certification script for the package is provided. This version of the package also contains denton7 and dentonmq7, which should be used if you do not have Stata 11 or 12. These routines use a completely different command format and require more setup effort. dentonmq7 is a routine to perform the same task for monthly interpolation of a quarterly series. The programs may be applied to a single time series within a panel.

Download Info

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File URL: http://fmwww.bc.edu/repec/bocode/d/denton.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/d/denton.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/d/denton7.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/d/denton7.hlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/d/dentonmq7.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/d/dentonmq7.hlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/c/cs_denton.zip
File Function: certification script and sample data files
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S422501.

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Programming language: Stata
Requires: Stata version 11.1 (7.0 for denton7, dentonmq7)
Date of creation: 11 Nov 2001
Date of revision: 17 Jul 2014
Handle: RePEc:boc:bocode:s422501

Note: This module may be installed from within Stata by typing "ssc install denton". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: benchmarking; time-series; interpolation;

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