// This do file performs a cubic spline interpolation in Stata, using a sample data
// file posted on the-idea-shop.com. The file has 36 quarterly figures for Personal 
// income from the U.S. Bureau of Economics Analysis, which we want to interpolate
// into monthly figures. 
//
// See http://chamberlaineconomics.com/2010/01/20/how-economists-convert-quarterly-data-into-monthly-cubic-spline-interpolation/
//
// (c) 2011 Chamberlain Economics, L.L.C. (info@chamberlaineconomics.com).

use "http://www.the-idea-shop.com/data/stata_spline.dta"

mata // This line launches the mata system inside Stata

X = st_data((1,36),"x") // This pulls in the x quarterly markers data.

Y = st_data((1,36),"y") // This pulls in the quarterly y data we want to interpolate between.

XX = st_data(.,"xx") // This pulls in the xx monthly markers we want to interpolate at.

A = spline3(X,Y) // This generates the cubic spline coefficients matrix, and stores it in A. 

B = spline3eval(A,XX) // This performs the interpolation, and store the values in B.

st_store(.,"yy",B) // This pushes the inpolated figures in B back into the yy variable in Stata.

end

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