To higher frequency methods

Description

A list of named values that determines the method for converting a series to a higher frequency.

Format

The list contains named objects of type TimeSeriesToHigherFrequencyMethodClass.

Details

The conversion method for converting to a higher frequency is used when making a unified series request and is a property of SeriesExpression.

Auto

Determine the method based on the series classification

Same

Use the same value for the whole period

Distribute

Use the first value of the time period

PercentageChange

Distribute the percentage change over the period

LinearInterpolation

Use a linear interpolation of the values from this to the next period

Pulse

Use the value for the first value of the period

QuadraticDistribution

Use quadratic interpolation to distribute the value over the period

CubicInterpolation

Use a cubic interpolation of the values from this to the next period

See Also

SeriesExpression, setToHigherFrequencyMethod, getToHigherFrequencyMethod

Examples

# Convert the quarterly series "usgdp" to monthly frequency using linear interpolation
seriesRequest <- CreateUnifiedTimeSeriesRequest()
setFrequency(seriesRequest, "Monthly")
reqExp <- addSeries(seriesRequest, "usgdp")
setToHigherFrequencyMethod(reqExp, "LinearInterpolation")
seriesGdp <- FetchTimeSeries(seriesRequest)[[1]]