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Interpolating values between two dates

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    Interpolating values between two dates

    Hi,

    I hope you are all well!

    I currently have a dataset containing monthly financial data and quarterly financial data. I wish to linearly interpolate the quarterly data to monthly data so I can conduct some analysis between the two sets of financial data. I was using the excel 'fill' function to fill the blank cells as a linear trend but the full dataset spans 15 years; I found this process quite slow since I could only fill 2/3 months at a time. I'm looking for a more efficient way to complete this task.

    I have attached a screenshot of some of the dataset which should help explain my situation. As you can see I have filled 'Div. Growth' using the excel 'fill' function but given the frequency of the data in the dataset I can only interpolate 2-3 cells at a time.




    Sample dataset interpolation query screenshot.png



    All help is appreciated!

    Thanks!

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    Re: Interpolating values between two dates

    Administrative Note:

    Welcome to the forum.

    We would very much like to help you with your query, however it has been brought to our attention that the same query has been posted on one or more other forums and you have not told us about this. You are required to do so.

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    Re: Interpolating values between two dates

    I expect there are details here (about the data or the desired solution/results) that are missing because of a screenshot rather than a sample file. For example, your screenshot appears to show only the monthly data, but your post talks about both quarterly and monthly data. Interpolation problems, though, are fairly common around here.

    This Excel community continues to tolerate my advocating for a different spreadsheet. If you are allowed to use a different spreadsheet, Gnumeric has a built in INTERPOLATION() function that is usually easier to implement than anything in Excel.

    If you are limited to Excel, then you have to build your own interpolation sequence of functions. IMO, the hardest part of building your own interpolation algorithm is the lookup step. I outline how I would typically do this here: https://www.excelforum.com/excel-for...ml#post5380131 (the OP puts a file together later in the thread). Your screenshot shows data for 2 different "firms" which might suggest that your lookup will be more complicated as you not only need to lookup date, but also firm. If each firm always uses the same dates in column 2, then a pivot step (probably easiest using power query/Get and Transform) to arrange the data into a 2D table might be easiest. I'm also kind of assuming that the quarterly data looks substantially similar to the monthly data. In a general outline, I would expect to:

    1) If deemed necessary, rearrange data to simplify the lookup step.
    2) Calculate slope and intercept for each pair of points (for each firm) as part of the lookup table.
    3) A lookup function (usually using approximate match option) to return slope and intercept at the specified date from the monthly table.
    4) Solve y=mx+b to interpolate.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Re: Interpolating values between two dates

    Apologies for not linking the other forums I posted on AliGW.

    Thank you MrShorty! I had not heard if Gnumeric before now but I am able to use it.

    I appreciate your advice.

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