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st: St: Asking for different time frequency


From   Bao Hieu <baohieu1510@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: St: Asking for different time frequency
Date   Tue, 5 Jun 2012 16:33:01 +0700

Hi Statalist,

I am having a problem with time series data. I want to disaggreate
monthly GDP from quarterly GDP by State- space approach.

Therefore, I will have both quarterly GDP variable and some monthly
variables. How can I solve the issue of different time frequency in
this case?

Will command tsset work in this case? Because when I used tsset and
then sspace commands, there error occurred.

I am using Stata 11 SE for Window7

Please help to advise me,

Thank you very much,

Cai Bao Hieu
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