disaggR-package: Two-Steps Benchmarks for Time Series Disaggregation

In InseeFr/disaggR: Two-Steps Benchmarks for Time Series Disaggregation

Two-Steps Benchmarks for Time Series Disaggregation

Description

The twoStepsBenchmark() and threeRuleSmooth() functions allow you to disaggregate a low-frequency time series with higher frequency time series, using the French National Accounts methodology. The aggregated sum of the resulting time series is strictly equal to the low-frequency series within the benchmarking window. Typically, the low-frequency series is an annual one, unknown for the last year, and the high frequency one is either quarterly or monthly.

See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8, https://www.insee.fr/en/information/2579410).

Author(s)

Maintainer: Pauline Meinzel [e-mail]

Authors:

• Arnaud Feldmann [e-mail] (ORCID) (Author and maintener of the package until the version 1.0.1)

Other contributors:

• Thomas Laurent (Maintener of the package from 1.0.2 to 1.0.5.2) [contributor]

• Franck Arnaud (barplot base graphics method for the mts class) [contributor]

• Institut national de la statistique et des études économiques [e-mail] (https://www.insee.fr/) [copyright holder]

See Also

Useful links:

• https://inseefr.github.io/disaggR/

• Report bugs at https://github.com/InseeFr/disaggR/issues

InseeFr/disaggR documentation built on June 29, 2024, 7:10 p.m.