![]() It has the ability to use a higher-frequency series as a pattern for the interpolated series to follow. Chow-Lin interpolation is a regression-based technique to transform low-frequency data (in our example, annual) into higher-frequency data (in our example, quarterly). We’re going to use the popular Chow-Lin interpolation routine in EViews using data created in Python. Here’s a simple example going from Python to EViews. (For more information on COM and EViews, take a look at our whitepaper on the subject.) This package uses COM to transfer data between Python and EViews. The purpose of the pyeviews package is to make it easier for EViews and Python to talk to each other, so Python programmers can use the econometric engine of EViews directly from Python.
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