Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series, where either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. Contains the methods of Chow-Lin, Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette.
|Author||Christoph Sax [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb]|
|Date of publication||2016-07-10 11:00:16|
|Maintainer||Christoph Sax <firstname.lastname@example.org>|
exports.m: Trade and Sales of Chemical and Pharmaceutical Industry
plot.td: Residual Plot for Temporal Disaggregation
predict.td: Predict Method for Temporal Disaggregation
summary.td: Summary of a Temporal Disaggregation
ta: Temporal Aggregation of Time Series
td: Temporal Disaggregation of Time Series
tempdisagg-package: Methods for Temporal Disaggregation and Interpolation of Time...