jd_td: Temporal disaggregation

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

Description

Temporal disaggregation of a time series. This function is largely inspired by the function 'td' of the package "tempdisagg'. However, it uses a completely different implementation (based on a Kalman smoother)

Usage

jd_td(formula, model = "Ar1", conversion = "Sum",
      zeroinit = FALSE, truncated.rho = 0, fixed.rho = -1, to = 4)

Arguments

formula	regression model (usual R-formulae)
model	model of the residuals
conversion	aggregation mode
zeroinit	0-initialization of the residuals (FALSE by default)
truncated.rho	limit for the automatic search of the auto-regressive parameter for the residuals (optional)
fixed.rho	value of the auto-regressive parameter for the residuals (optional)
to	final item

Value

returns a disaggregated time series

Examples

a<-jd_airline(120)

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