Thank you very much p45cal. It worked perfectly, but it gives: Run time error"1004" after completing.

Here's the full code:

Option Explicit
Sub Test01()
Application.ScreenUpdating = False
Dim r As Long
Dim Rng As Range
Dim Ar As Range
Dim StepValue1
Dim StepValue2
Dim StepValue3
Dim Ar1 As Range
Dim AR2 As Range
'Application.ScreenUpdating = False
Dim numRows As Long, lastrw As Long, i As Long
lastrw = Cells(Rows.Count, "A").End(xlUp).Row
Cells(lastrw, 2).Value = Round(Cells(lastrw, 2).Value, 0) 'round bottom-most value' not sure if this is when you want to do the rounding in column B
For i = lastrw To 2 Step -1
Cells(i - 1, 2).Value = Round(Cells(i - 1, 2).Value, 0) 'not sure if this is when you want to do the rounding in column B
numRows = Cells(i, 2).Value - Cells(i - 1, 2).Value
Rows(i).Resize(numRows - 1).Insert
Cells(i - 1, 2).Resize(numRows + 1, 4).DataSeries Rowcol:=xlColumns, Type:=xlLinear, Trend:=True
Next i
Range(("A1"), Cells(Rows.Count, "A").End(xlUp)).Value = Range("A1").Value
'Application.ScreenUpdating = True
Set Rng = Columns(1).SpecialCells(xlBlanks)
For Each Ar In Rng.Areas
Set Ar1 = Ar.Offset(-1, 0).Resize(Ar.Rows.Count + 1)
Set AR2 = Ar1.Resize(Ar1.Rows.Count + 1)
StepValue1 = (AR2(AR2.Count).Offset(0, 2) - _
Ar1(1).Offset(0, 2)) / Ar1.Count
StepValue2 = (AR2(AR2.Count).Offset(0, 3) - _
Ar1(1).Offset(0, 3)) / Ar1.Count
StepValue3 = (AR2(AR2.Count).Offset(0, 4) - _
Ar1(1).Offset(0, 4)) / Ar1.Count
Ar1.Offset(0, 2).DataSeries Rowcol:=xlColumns, _
Type:=xlLinear, Date:=xlDay, _
Step:=StepValue1, Trend:=False
Ar1.Offset(0, 3).DataSeries Rowcol:=xlColumns, _
Type:=xlLinear, Date:=xlDay, _
Step:=StepValue2, Trend:=False
Ar1.Offset(0, 4).DataSeries Rowcol:=xlColumns, _
Type:=xlLinear, Date:=xlDay, _
Step:=StepValue3, Trend:=False
Next
End Sub