tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

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 <christoph.sax@gmail.com>
License
GPL-3
Version
0.25.0
URLs

View on CRAN

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...

Files in this package

tempdisagg
tempdisagg/tests
tempdisagg/tests/test-all.R
tempdisagg/NAMESPACE
tempdisagg/demo
tempdisagg/demo/tempdisagg.R
tempdisagg/demo/00Index
tempdisagg/NEWS
tempdisagg/data
tempdisagg/data/swisspharma.RData
tempdisagg/R
tempdisagg/R/td.calc.R
tempdisagg/R/tempdisagg-package.R
tempdisagg/R/td.sub.R
tempdisagg/R/td.R
tempdisagg/R/td.output.R
tempdisagg/R/ta.R
tempdisagg/README.md
tempdisagg/MD5
tempdisagg/DESCRIPTION
tempdisagg/man
tempdisagg/man/summary.td.Rd
tempdisagg/man/predict.td.Rd
tempdisagg/man/tempdisagg-package.Rd
tempdisagg/man/plot.td.Rd
tempdisagg/man/td.Rd
tempdisagg/man/ta.Rd
tempdisagg/man/exports.m.Rd