IDEAS home Printed from
MyIDEAS: Login to save this software component or follow this series

CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series

  • Tom Doan



Registered author(s):

ChowLin distributes a series, changing the frequency to a higher one while maintaining the sum over each period, using the Chow-Lin(1971) or related procedure. The newer procedure disaggregate.src is a better choice. Chow and Lin(1971), "Best Linear Unbiased Interpolation, Distribution and Extrapolation of Time Series by Related Series", Review of Economics and Statistics, vol 53, 372-375. Fernandez(1981), "A Methodological Note on the Estimation of Time Series", Review of Economics and Statistics, vol 63, 471-478. Litterman(1983), "A Random Walk, Markov Model for the Distribution of Time Series", JBES, vol 1, 169-173.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00036.

in new window

Programming language: RATS
Requires: RATS 6.20
Date of creation:
Date of revision:
Handle: RePEc:boc:bocode:rts00036
Note: RPF and SRC files are plain text. See
Contact details of provider: Postal:
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA

Phone: 617-552-3670
Fax: +1-617-552-2308
Web page:

More information through EDIRC

Order Information: Web:

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rts00036. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.