Add routine to convert quaterly data to monthly data.

src/utilities/convert/dseriesQ2M.m

+function ts = dseriesQ2M(ds, method, shift)
+
+% INPUTS
+% - ds       [dseries]    Quaterly object.
+% - method   [char]       1×m array, method used for the time aggregation, possible values are:
+%                            - 'equal-per-quarter',
+%                            - 'cubic-spline'
+% - shift    [logical]    scalar, If true, M3 data is consistent with Q1 data, otherwise M1 data is consistent with the first quarter. .
+%
+% OUTPUTS
+% - ts       [dseries]    Monthly object.
+
+% Copyright © 2024 Dynare Team
+%
+% This code is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare dates submodule is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+if ~isequal(ds.freq, 4)
+    error('Conversion only allowed for quaterly data!')
+end
+
+if nargin<3
+    % Q1 -> M3 if true, Q1 -> M1 otherwise
+    shift = true;
+end
+
+switch ds.dates.subperiod(1)
+  case 1
+    isubperiod = 1;
+  case 2
+    isubperiod = 4;
+  case 3
+    isubperiod = 7;
+  otherwise
+    isubperiod = 10;
+end
+
+switch ds.dates.subperiod(end)
+  case 1
+    lsubperiod = 3;
+  case 2
+    lsubperiod = 6;
+  case 3
+    lsubperiod = 9;
+  otherwise
+    lsubperiod = 12;
+end
+
+dM = dates(12, [ds.dates.year(1) isubperiod]):dates(12, [ds.dates.year(end) lsubperiod]);
+
+tdata = NaN(dM.ndat, ds.vobs);
+
+switch method
+  case 'equal-per-quarter'
+    counter = 1;
+    for i = 1:3:dM.ndat
+        tdata(i:i+2,:) = repmat(ds.data(counter,:), [3,1]);
+        counter = counter+1;
+    end
+  case 'cubic-spline'
+    for i = 1:length(ds.name)
+        fop.date = firstobservedperiod(ds{ds.name{i}});
+        fop.year = fop.date.year(1);
+        switch fop.date.subperiod
+          case 1
+            fop.subperiod = 1;
+          case 2
+            fop.subperiod = 4;
+          case 3
+            fop.subperiod = 7;
+          otherwise
+            fop.subperiod = 10;
+        end
+        lop.date = lastobservedperiod(ds{ds.name{i}});
+        lop.year = lop.date.year(1);
+        switch lop.date.subperiod
+          case 1
+            lop.subperiod = 3;
+          case 2
+            lop.subperiod = 6;
+          case 3
+            lop.subperiod = 9;
+          otherwise
+            lop.subperiod = 12;
+        end
+        X = 1:(lop.date-fop.date+1);
+        x = X(1):(1/3):(X(end)+1);
+        x = x(1:end-1);
+        id1 = find(dM==dates(12, fop.year, fop.subperiod));
+        id2 = find(dM==dates(12, lop.year, lop.subperiod));
+        tdata(id1:id2, i) = spline(X, ds{ds.name{i}}(fop.date:lop.date).data, x);
+    end
+  otherwise
+    error('Unknow method.')
+end
+
+if shift
+    dM = dM+2;
+    dM = dM(1:end-2);
+    tdata = tdata(1:end-2);
+end
+
+ts = dseries(tdata, dM, ds.name, ds.tex);
+
+end