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>.

Getting started

Package details

AuthorJorge Vieira <jorgealexandrevieira@gmail.com>
MaintainerJorge Vieira <jorgealexandrevieira@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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tsdisagg2 documentation built on May 1, 2019, 7:07 p.m.