Working with Time Series Data |
You can use PROC EXPAND to interpolate values of time series at a higher or lower sampling frequency than the input time series. To change the periodicity of time series, specify the time interval of the input data set with the FROM= option, and specify the time interval for the desired output frequency with the TO= option. For example, the following statements compute interpolated weekly values of the monthly CPI and PPI series:
proc expand data=usprice out=interpl
from=month to=week;
id date;
convert cpi ppi / observed=average;
run;