disag1

Input an annual, quarterly series. Create a quarterly or monthly series via ARIMA

Contains the support functions for the Time Series Analysis book.
We present a function to calculate MSE and MAE for inputs
of actual and forecast values. We also have the code for
disaggregation as found in Wei and Stram
(1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>),
and Hodgess and Wei (1996, "Temporal Disaggregation of Time
Series").

Erin Hodgess

disagg2

Support Functions for Time Series Analysis Book

disag1 function

<dl> <dt>x</dt>
<dd>Input ts, must have frequency of 1 or 4</dd> <dt>m</dt>
<dd>Order of disaggregation, must be 12, 4, or 3</dd></dl>

Arguments

Create a disaggregated time series — disag1

<dl>

 <dt>x</dt>
<dd>Input ts, must have frequency of 1 or 4</dd>

 <dt>m</dt>
<dd>Order of disaggregation, must be 12, 4, or 3</dd>

</dl>

disag1: Create a disaggregated time series

Description

Usage

Value

Arguments

Details

References