By default, a cubic spline curve is fit to the input series, and the output is computed from this interpolating curve. Other interpolation methods can be specified with the METHOD= option on the CONVERT statement. The section Conversion Methods explains the available methods.

For example, the following statements convert annual series to monthly series using linear interpolation instead of cubic spline interpolation.

   proc expand data=annual out=monthly from=year to=month;
      id date;
      convert x y z / method=join;
   run;