IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this paper

A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure

Listed author(s):
  • Frain, John C.

    (Central Bank and Financial Services Authority of Ireland)

This paper describes a RATS (www.estima.com) routine to implement the Chow Lin (1971) procedure for the best linear unbiased distribution and interpolation of time series by related series. Various versions of this procedure have been used in the Bank to distribute/interpolate annual to quarterly time series. One particular use of the routine described here has been to derive quarterly national accounts that have been used to estimate a quarterly macro model of the Irish economy and in various other research studies in the Bank. A zip archive containing a pdf version of the paper, the RATS routine, a sample program and data is available for download. The archive was created using Info-ZIP’s WIZ (http://www.info-zip.org/pub/infozip/WiZ.html) and may be expanded using this program or similar program.

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: https://centralbank.ie/docs/default-source/publications/research-technical-papers/2rt04---a-rats-subroutine-to-implement-the-chow-lin-distribution-interpolation-procedure-(frain).pdf?sfvrsn=4
Download Restriction: no

Paper provided by Central Bank of Ireland in its series Research Technical Papers with number 2/RT/04.

as
in new window

Length: 27 pages
Date of creation: Apr 2004
Handle: RePEc:cbi:wpaper:2/rt/04
Contact details of provider: Postal:
P.O. Box No. 559, Dame Street, Dublin 2

Phone: (01) 671 6666
Fax: (01) 671 6561
Web page: http://www.centralbank.ie
Email:


More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

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:cbi:wpaper:2/rt/04. 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: (Fiona Farrelly)

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.