Definition: Interpolation

Category: Temporal disaggregation

Generation of values of a time series for time points that have not been sampled within the interval of time of the original time series; for example, used for converting a low frequency stock time series to a higher frequency time series of stock data. http://ec.europa.eu/eurostat/product?code=KS-06-18-355&mode=view
Source:
Eurostat, "ESS guidelines on temporal disaggregation, benchmarking and reconciliation", 2018 Edition, Luxembourg, 2018
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