Temporal aggregation & disaggregation library for Python. Polars-first with perfect consistency guarantees. Supports Denton, Chow-Lin, and more.
-
Updated
Jul 9, 2026 - Python
Temporal aggregation & disaggregation library for Python. Polars-first with perfect consistency guarantees. Supports Denton, Chow-Lin, and more.
This repository provides R and Stata code to interpolate monthly average CPI to the daily frequency. It allows researchers to construct daily real series such as real commodity prices.
Add a description, image, and links to the frequency-conversion topic page so that developers can more easily learn about it.
To associate your repository with the frequency-conversion topic, visit your repo's landing page and select "manage topics."