Software to perform temporal disaggregation of economic time series

In this paper we present a program designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo). The program has two main components: a library of functions coded in Matlab and an Excel interface written in Visual Basic. This software is used to compile the Spanish Quarterly National Accounts (production mode) and to perform specific, detailed analysis that ensure the reliability and integrity of data, models and procedures (research mode).