tsdisagg2: Time Series Disaggregation

Disaggregates low frequency time series data to higher frequency series. Implements the following methods for temporal disaggregation: Boot, Feibes and Lisman (1967) <DOI:10.2307/2985238>, Chow and Lin (1971) <DOI:10.2307/1928739>, Fernandez (1981) <DOI:10.2307/1924371> and Litterman (1983) <DOI:10.2307/1391858>.

Author
Jorge Vieira <jorgealexandrevieira@gmail.com>
Date of publication
2016-11-29 08:10:07
Maintainer
Jorge Vieira <jorgealexandrevieira@gmail.com>
License
GPL (>= 2)
Version
0.1.0

View on CRAN

Man pages

tsdisagg2
Time Series Disaggregation.

Files in this package

tsdisagg2
tsdisagg2/inst
tsdisagg2/inst/doc
tsdisagg2/inst/doc/tsdisagg2manual.pdf
tsdisagg2/inst/doc/tsdisagg2manual.ltx
tsdisagg2/NAMESPACE
tsdisagg2/R
tsdisagg2/R/tsdisagg2.R
tsdisagg2/vignettes
tsdisagg2/vignettes/series.PNG
tsdisagg2/vignettes/obj_fct.PNG
tsdisagg2/vignettes/tsdisagg2manual.ltx
tsdisagg2/MD5
tsdisagg2/build
tsdisagg2/build/vignette.rds
tsdisagg2/DESCRIPTION
tsdisagg2/man
tsdisagg2/man/tsdisagg2.Rd