Man pages for DisaggregateTS
High-Dimensional Temporal Disaggregation
| ARcov | Function to generate an AR(1) variance-covariance matrix with... |
| ARcov_lit | Function to generate an ARIMA(1,1,0) variance-covariance... |
| chowlin | Function to perform Chow-Lin temporal disaggregation from... |
| chowlin_likelihood | Likelihood function for Chow-Lin or Litterman temporal... |
| Data | GHG Emissions and Financial Data for IBM |
| disaggregate | Temporal Disaggregation Methods |
| hdBIC | High-dimensional BIC score |
| k.index | Index of support for LARS algorithm in high-dimensional... |
| refit | Refit LASSO estimate into GLS |
| simulDiagnosis | Simulation Diagnostics |
| sptd | Sparse Temporal Disaggregation |
| sptd_BIC | BIC Score for Sparse Temporal Disaggregation |
| TempDisaggDGP | High and Low-Frequency Data Generating Processes |
