temporal disaggregation

7 vues (au cours des 30 derniers jours)
antonet
antonet le 16 Juin 2012
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?

Réponse acceptée

Walter Roberson
Walter Roberson le 16 Juin 2012

Plus de réponses (0)

Catégories

En savoir plus sur Price and Analyze Financial Instruments dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by