function a = clmonq(q) % function a = monq(q) % Find the monthly AR coefficient for interpolated data given % an estimate of the quarterly AR coefficient % Written by E.M. Leeper % % First tate the quarterly AR coefficient, q, and then % seek the root, a, that solves % q = (a^5 + 2 a^4 + 3 a^3 + 2 a^2 + a) / (2 a^2 + 4 a + 3) (1) % if n = numerator poly and d = denominator poly in (1) n = [1 2 3 2 1 0]; d = [2 4 3]; ln = length(n); ld = length(d); pad = ln - ld; dd = [zeros(1,pad) d]; qdd = q.*dd; newpol = n - qdd; r = roots(newpol); for i = 1:length(r) if imag(r(i)) == 0 a = r(i); end end