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>.

Install the latest version of this package by entering the following in R:
install.packages("tsdisagg2")
AuthorJorge Vieira <jorgealexandrevieira@gmail.com>
Date of publication2016-11-29 08:10:07
MaintainerJorge Vieira <jorgealexandrevieira@gmail.com>
LicenseGPL (>= 2)
Version0.1.0

View on CRAN

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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