Linear interpolation of missing values in a vector is performed by the lint command.
lint replaces zeros and missing values in the time series of the vector or matrix elements with linearly interpolated values. Zeroes before the first or after the last observation are not replaced. This command applies only to series in the Vam file. Groups may be used in the names field to refer to sectors of the currently loaded vector.
This example loads the pce vector and then fills in the missing values in sector 1 by linear interpolation. We similarly could fill in the values for all the sectors in the current dynamic group by
load pce lint :
or all the values for the static group Ag by
load pce lint :Ag
Entire matrices may be interpolated with one command. For example,
will interpolate the entire am matrix. This interpolation also works for packed matrices.
The lint command works on the entire range of the Vam file without regard to fdates.