I have some data with gaps in it, and need to fill them accurately using
interpolation. How do I do that?

mp wrote:
I have some data with gaps in it, and need to fill them accurately using
interpolation. How do I do that?

You can't fill them "accurately" with interpolation. Interpolation is a
guess of what data maybe, might, possibly be what should go there.

And depending on the nature of the data there are lots of ways to do
interpolation. Linear, polynomial, exponential, etc. If you have an
interest rate problem for example and fill it in with linear
interpolation you're guaranteed inaccurate data points. You've got to
know more about the nature of your problem and what sort of curve fits
it best.

For simple linear interpolation between two points (X1,Y1) and (X2,Y2)
the equation to find a value Y for an unknown X is:

Y = Y1 + (X-X1)*(Y2-Y1)/(X2-X1)

Good luck...

Bill