Roman Pavelka, Statistical Office of the Slovak Republic, Slovak Republic

Pages: 18 – 28

Abstract

Among the most important operations over time series belong mainly the interpolation and aggregation of time series. To convert time series from one time period to another (or the frequency of observations to another) and to interpolate the missing values in a time series, the procedure EXPAND of the SAS statistical system could be used. The EXPAND procedure enable the decomposition of short-term time series to long-term time series or extend the long-term time series to short-term ones. For example, monthly time series may be interpolated from quarterly time series or quarterly timeseries can be aggregated from the monthly time series. This EXPAND procedure also provides many other transformations of time series.