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Re: st: Mime-Version: 1.0
From
"Kay" <[email protected]>
To
"statalist" <[email protected]>
Subject
Re: st: Mime-Version: 1.0
Date
Mon, 31 Mar 2014 11:04:36 +0800
Thanks Phil very much for answering my question.I have already count out the linear interpolation but I wonder is there anything to notice on counting out those missing values?
thanks!
Diandian Guo
------------------ Original ------------------
From: "Phil Schumm";<[email protected]>;
Date: Mon, Mar 31, 2014 09:59 AM
To: "Statalist Statalist"<[email protected]>;
Subject: Re: st: Mime-Version: 1.0
On Mar 30, 2014, at 8:54 PM, Kay <[email protected]> wrote:
> I want to count the corporate bond yield spread using Stata. The bond yield spread is the difference between corporate bond yield and treasury bond yield of the same maturity.I have already count out the corporate bond yield and the treasury bond yield .Also, I count out the maturity both of them.But some of the maturity can not match,so I need to use the linear interpolation method.The question is that I do not know how to use Stata to handle the liner interpolation.Looking forward the reply ,thanks.
Try -help ipolate-.
-- Phil
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