Description Usage Arguments Value References Examples
Balancing low frequency series to a higher frequency benchmark using the Denton method
1 |
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") |
returns a benchmarked 'ts' time series object
Info on JDemetra+, usage and functions :
http://ec.europa.eu/eurostat/cros/content/download_en
1 2 3 4 | 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")
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