extend_tsp

This window is the smallest that is all around tsphf
that is compatible with the low frequency.

internal

The twoStepsBenchmark() and threeRuleSmooth() functions allow you to
disaggregate a low-frequency time series with higher frequency time series,
using the French National Accounts methodology. The aggregated sum of the
resulting time series is strictly equal to the low-frequency time series within the
benchmarking window. Typically, the low-frequency time series is an annual one,
unknown for the last year, and the high frequency one is either quarterly or
monthly. See "Methodology of quarterly national accounts", Insee Méthodes
N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).

Pauline Meinzel

disaggR

Two-Steps Benchmarks for Time Series Disaggregation

Arnaud Feldmann

Thomas Laurent

Franck Arnaud

Institut national de la statistique et des études économiques 

extend_tsp function

<dl><dt>tsphf</dt>
<dd>a numeric of length 3, a tsp of high-frequency</dd>
<dt>lffreq</dt>
<dd>a numeric of length 1, the low frequency</dd></dl>

Arguments

Extend tsp with lf — extend_tsp

<dl>

<dt>tsphf</dt>
<dd>a numeric of length 3, a tsp of high-frequency</dd>


<dt>lffreq</dt>
<dd>a numeric of length 1, the low frequency</dd>

</dl>

extend_tsp: Extend tsp with lf

Description

Usage

Value

Arguments