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

Author

Listed:
  • 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.

Suggested Citation

  • Christopher F Baum & Sylvia Hristakeva, 2001. "DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method," Statistical Software Components S422501, Boston College Department of Economics, revised 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/d/denton.ado
    File Function: program code
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    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
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    More about this item

    Keywords

    benchmarking; time-series; interpolation;

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