Saturday, August 31, 2019

How to use CPI or inflation indices to convert nominal prices with DAILY frequency?

I'm working with some raw financial data from a local business covering about 4 years from 2015-2019. I haven't worked with a daily delta very often but noticed CPI and all other related indices don't provide daily. What's the best way of going about this, without converting it all to a lower frequency? Is it possible? It's not a terribly long range so it's possible I can run the analysis without discounting anything. I'll be running a regression afterwards.

I appreciate any help.

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