### Traditional Chow-Lin: y is a series with repetition
### and X is a list of series. This corresponds to case 4(a)
### as described in section 9.3 of the documentation above.
###

# ensure that no data are in place
clear
# open gretl's St Louis Fed database
open fedstl.bin
# import two monthly series
data indpro payems
# import quarterly GDP (values are repeated)
data gdpc1

# restrict sample to complete data
smpl --no-missing

# disaggregate GDP from quarterly to monthly, using
# industrial production and payroll employment as indicators
scalar s = 3
list X = indpro payems
series gdpm = tdisagg(gdpc1, X, s, _(verbose=1, aggtype="sum"))