jd_cholette: Benchmarking, Cholette method

In nbbrd/jdemetra-jdlight: Basic JDemetra+ toolset for seasonal adjustment

Description

Balancing low frequency series to a higher frequency benchmark using the Cholette method

Usage

jd_cholette(s,t,rho,lambda,conversion)

Arguments

s	series1
t	series2
rho	auto-regressive parameter (def=1)
lambda	power of the weights applied to the series. 0 for additive, 0.5 for proportional, 1 for multiplicative (def=1)
conversion	"Sum", "Average", ["First","Last"] (def="Sum")

Value

returns a benchmarked 'ts' time series object

References

Info on JDemetra+, usage and functions :

http://ec.europa.eu/eurostat/cros/content/download_en

Examples

myHighFreq<-jd_airline(120)
myHighFreq2<-jd_airline(120)
myLowFreq<-jd_aggregate(myHighFreq2,4)
myBenchmarkedChol<-jd_cholette(myHighFreq,myLowFreq,rho=1,lambda=1,conversion="Sum")

nbbrd/jdemetra-jdlight documentation built on May 21, 2019, 8:38 a.m.