tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series
Version 0.25.0

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.

AuthorChristoph Sax [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb]
Date of publication2016-07-10 11:00:16
MaintainerChristoph Sax <christoph.sax@gmail.com>
LicenseGPL-3
Version0.25.0
URL http://journal.r-project.org/archive/2013-2/sax-steiner.pdf
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tempdisagg")

Getting started

Package overview
README.md

Popular man pages

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...
See all...

All man pages Function index File listing

Man pages

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...

Functions

CalcC Source code
CalcDynAdj Source code
CalcGLS Source code
CalcPowerMatrix Source code
CalcQ Source code
CalcQ_Lit Source code
CalcR Source code
SubAggregation Source code
SubConvertEnd Source code
SubConvertStart Source code
SubDenton Source code
SubRegressionBased Source code
exports.m Man page
exports.q Man page
imports.q Man page
plot.td Man page Source code
predict.td Man page Source code
print.summary.td Man page Source code
print.td Source code
sales.a Man page
sales.q Man page
summary.td Man page Source code
ta Man page Source code
ta.ts Man page Source code
td Man page Source code
tempdisagg Man page
tempdisagg-package Man page

Files

tests
tests/test-all.R
NAMESPACE
demo
demo/tempdisagg.R
demo/00Index
NEWS
data
data/swisspharma.RData
R
R/td.calc.R
R/tempdisagg-package.R
R/td.sub.R
R/td.R
R/td.output.R
R/ta.R
README.md
MD5
DESCRIPTION
man
man/summary.td.Rd
man/predict.td.Rd
man/tempdisagg-package.Rd
man/plot.td.Rd
man/td.Rd
man/ta.Rd
man/exports.m.Rd
tempdisagg documentation built on May 19, 2017, 8:53 p.m.

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