cholette: Cholette method

In palatej/rjd3bench: Interface to 'JDemetra+ 3.0' Seasonal Adjustment Software

Cholette method

Description

Benchmarking by means of the Cholette method.

Usage

cholette(
  s,
  t,
  rho = 1,
  lambda = 1,
  bias = "None",
  conversion = "Sum",
  obsposition = 1
)

Arguments

s	Disaggregated series. Mandatory
t	Aggregation constraint. Mandatory
obsposition	Postion of the observation in the aggregated period (only used with "UserDefined" conversion)

Details

\sum_{i,t}\left(\left(\frac{{x_{i,t}-z}_{i,t}}{\left|z_{i,t}\right|^\lambda}\right)-\rho\left(\frac{{x_{i,t-1}-z}_{i,t-1}}{\left|z_{i,t-1}\right|^\lambda}\right)\right)^2

palatej/rjd3bench documentation built on April 17, 2024, 12:12 a.m.