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 mean, 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, summarized in Sax and Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series classes.

Package details

AuthorChristoph Sax [aut, cre] (<https://orcid.org/0000-0002-7192-7044>), Peter Steiner [aut], Tommaso Di Fonzo [ctb]
MaintainerChristoph Sax <christoph.sax@gmail.com>
URL https://journal.r-project.org/archive/2013-2/sax-steiner.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tempdisagg package in your browser

Any scripts or data that you put into this service are public.

tempdisagg documentation built on March 26, 2020, 9:26 p.m.