The Interpolation of Time Series by Related Series
利用相关序列进行时间序列插值
The construction of most comprehensive economic time series involves the estimation of some components for some dates by interpolation between values (“benchmarks”) for earlier and later dates. This is often done by using a related series known for all relevant dates. In practice, the bulk of such interpolation uses only a single related series, its values for only three dates—the interpolation date, one prior date, and one later date—and the values of the given series for…