I have a question about how to generate monthly data
from quarterly data:

What I want to do is basically fits cubic spline
curves to the quarterly data to form continuous-time
approximations of the input series, and then generate
output series (monthly data) from the spline
approximations.

SAS can do it using proc expand:
http://support.sas.com/rnd/app/examples/ets/expa/

Anyone know how to do it in R? Any input is
appreciated.

Best,
Ed

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