I have weekly data that is issued say every Friday (different data sets have different issuance dates). My goal is to convert the weekly data into monthly data in order to obtain both/either monthly average data or end of the month data. (To be clear, months are defined as the standard calendar months and weeks are the seven day period ending on the data issuance date.) Let's say the first Friday of the month is the 4th. Taking the data from the prior Friday, say the 27th of the prior month, I want to extrapolate the data so that I have from the 1st through the 4th, the data issued on the 11th, 18th, 25th, and then extrapolate the data for the 26th - end of the month. From here, I would like to obtain both the average value for the month and the data at the end of the month.
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