Package: tempdisagg 1.1.1

tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series, where either the sum, the mean, 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. Contains the methods of Chow-Lin, Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette, summarized in Sax and Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series classes.

Authors:Christoph Sax [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb]

tempdisagg_1.1.1.tar.gz
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tempdisagg_1.1.1.tgz(r-4.4-any)tempdisagg_1.1.1.tgz(r-4.3-any)
tempdisagg_1.1.1.tar.gz(r-4.5-noble)tempdisagg_1.1.1.tar.gz(r-4.4-noble)
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tempdisagg.pdf |tempdisagg.html
tempdisagg/json (API)
NEWS

# Install 'tempdisagg' in R:
install.packages('tempdisagg', repos = c('https://christophsax.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/christophsax/tempdisagg/issues

Datasets:
  • exports.m - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.m - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • gdp.q - Gross Domestic Product
  • imports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • imports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.a - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.a - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • spi.d - SPI Swiss Performance Index

On CRAN:

time-series

7.25 score 37 stars 1 packages 99 scripts 1.6k downloads 2 exports 0 dependencies

Last updated 1 years agofrom:b0ccbb6b81. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-winOKNov 18 2024
R-4.5-linuxOKNov 18 2024
R-4.4-winOKNov 18 2024
R-4.4-macOKNov 18 2024
R-4.3-winOKNov 18 2024
R-4.3-macOKNov 18 2024

Exports:tatd

Dependencies:

Temporal Disaggregation of Time Series

Rendered fromintro.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2023-03-08
Started: 2020-02-06

Temporal Disaggregation to High-Frequency

Rendered fromhf-disagg.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2023-03-08
Started: 2020-02-06