Temporal Disaggregation of Time Series

Temporal disaggregation methods are used to disaggregate low frequency time series to higher frequency series, where either the sum, the average, the ﬁrst or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. The package tempdisagg is a collection of several methods for temporal disaggregation.

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Year of publication:	2013-12
Authors:	Sax, Christoph ; Steiner, Peter
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	temporal disaggregation \| time series \| Chow-Lin \| Denton \| Fernandez \| Litterman

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in The R Journal 2.5(2013): pp. 80-87
Classification:	C0 - Mathematical and Quantitative Methods. General ; C13 - Estimation ; C65 - Miscellaneous Mathematical Tools ; C87 - Econometric Software
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011260177