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st: what should be noticed in using the linear interpolation
From
"Kay" <[email protected]>
To
"statalist" <[email protected]>
Subject
st: what should be noticed in using the linear interpolation
Date
Mon, 31 Mar 2014 11:48:06 +0800
Dear all
I am using the linear interpolation to calculate the bond yield spread which 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.I use the -ipolate- in Stata,but I want to know by using the -ipolate- how to make the result more precisely.Or what should be noticed in using the linear interpolation to make the prediction more precisely.
thanks a lot!
Diandian Guo
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