smoothed.part

The function <code>smoothed.part</code> returns the smoothed part of a
twoStepsBenchmark. It derives from the residuals of the
aggregated regression, with some differences :<ul>
<li>it is eventually integrated if <code>include.differenciation=TRUE</code>.</li>
<li>it is extrapolated to match the domain window.</li>
<li>it is smoothed using the bflSmooth function.</li>
</ul>

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 

smoothed.part function

<dl><dt>object</dt>
<dd>a twoStepsBenchmark object.</dd></dl>

Arguments

Extracting the smoothed part of a twoStepsBenchmark — smoothed.part

<dl>

<dt>object</dt>
<dd>a twoStepsBenchmark object.</dd>

</dl>

smoothed.part: Extracting the smoothed part of a twoStepsBenchmark

Description

Usage

Value

Arguments

Examples