jd_denton: Benchmarking, Denton method

Description Usage Arguments Value References Examples

View source: R/jd_cholette.R

Description

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

Usage

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jd_denton(s,t,mul,modified,d,conversion)

Arguments

s

series1

t

series2

mul

multiplicative (=TRUE) or additive benchmarking

modified

Use the modified Denton procedure, which affects the initial values. Should usually be set to TRUE

d

Power of the differences used in the objective function

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

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myHighFreq<-jd_airline(120)
myHighFreq2<-jd_airline(120)
myLowFreq<-jd_aggregate(myHighFreq2,4)
myBenchmarked<-jd_denton(myHighFreq,myLowFreq, mul=TRUE,modified=TRUE,d=1,conversion="Sum")

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