/* this program performs linear interpolation of yearly data to monthly */

options linesize=76 pagesize=76;

title 'Grunfeld''s Investment Models with Autoregressive Errors';
data grunfeld;
   input year gei gef gec wi wf wc;
   date= intnx( 'year', '01jan35'd, _n_-1); 
   label gei='GROSS INVESTMENT GE'
         gec='CAPITAL STOCK LAGGED GE'
         gef='VALUE OF OUTSTANDING SHARES GE LAGGED'
         wi ='GROSS INVESTMENT W'
         wc ='CAPITAL STOCK LAGGED W'
         wf ='VALUE OF OUTSTANDING SHARES LAGGED W';
    *--where GE stands for General Electric and W for Westinghouse;
    cards;
1935     33.1      1170.6     97.8     12.93     191.5      1.8
1936     45.0      2015.8    104.4     25.90     516.0       .8
1937     77.2      2803.3    118.0     35.05     729.0      7.4
1938     44.6      2039.7    156.2     22.89     560.4     18.1
1939     48.1      2256.2    172.6     18.84     519.9     23.5
1940     74.4      2132.2    186.6     28.57     628.5     26.5
1941    113.0      1834.1    220.9     48.51     537.1     36.2
1942     91.9      1588.0    287.8     43.34     561.2     60.8
1943     61.3      1749.4    319.9     37.02     617.2     84.4
1944     56.8      1687.2    321.3     37.81     626.7     91.2
1945     93.6      2007.7    319.6     39.27     737.2     92.4
1946    159.9      2208.3    346.0     53.46     760.5     86.0
1947    147.2      1656.7    456.4     55.56     581.4    111.1
1948    146.3      1604.4    543.4     49.56     662.3    130.6
1949     98.3      1431.8    618.3     32.04     583.8    141.8
1950     93.5      1610.5    647.4     32.24     635.2    136.7
1951    135.2      1819.4    671.3     54.38     723.8    129.7
1952    157.3      2079.7    726.1     71.78     864.1    145.5
1953    179.5      2371.6    800.3     90.08    1193.5    174.8
1954    189.6      2759.9    888.9     68.60    1188.9    213.5
;
proc print;

proc expand data=grunfeld out=new_data from=year to=month; 
id date; 
convert gei gef gec wi wf wc/method=join;

proc print data=new_data;