ta: Temporal Aggregation of Time Series

In tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

Temporal Aggregation of Time Series

Description

Performs temporal aggregation of high to low frequency time series. Currently, ta only works with ts or mts time series objects.

Usage

ta(x, ...)

## S3 method for class 'ts'
ta(x, conversion = "sum", to = "annual", ...)

Arguments

x	a time series object of class "ts" or "mts".
...	additional arguments, passed to the methods.
conversion	type of conversion: "sum", "average", "first" or "last".
to	(low-frequency) destination frequency as a character string ("annual" or "quarterly") or as a scalar (e.g. 1, 2, 4).

Details

ta is used to aggregate a high frequency time series into a low frequency series, while the latter is either the sum, the average, the first or the last value of the high-frequency series. ta is the inverse function of td(). If applied to an output series of td, ta yields the original series.

Value

ta returns an object of class "ts" or "mts", depending on the class of the input series.

See Also

td() for the main function for temporal disaggregation.

Examples

data(swisspharma)

sales.q.a <- ta(sales.q, conversion = "sum", to = "annual")
all.equal(sales.a, sales.q.a)

tempdisagg documentation built on Aug. 8, 2023, 5:07 p.m.