temporal disaggregation
7 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Dear all
I have the following data set
dates price
23/11/08 2
28/12/08 3
25/01/09 4
The first value is of 4-week average (average of prices across 28 days). The next value is a 5-week average and the last one is a 4-week average. I want to calculate average monthly prices. Temporal disaggregation is what I have in mind. Any code/suggestion?
0 commentaires
Réponse acceptée
Walter Roberson
le 16 Juin 2012
Use interp1(), as discussed in http://www.mathworks.com/matlabcentral/answers/41250-interpolation-to-specific-sequence-of-dates
0 commentaires
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Price and Analyze Financial Instruments dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!