disagmethod (version 0.1.1)

weidis3: Wei Stram Disaggregation Method Function

Description

This uses the Wei Stram method for temporal disaggregation of time series

Usage

weidis3(x, m = 1)

Value

bigy

order of the disaggregate model

fin1

final disaggregate series

Arguments

x

Aggregate Series; must be a ts, xts, or zoo object

m

order of disaggregation; 3, 4, 12

Author

Erin Hodgess

Details

This function uses the method found in Wei and Stram (1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>). We fit an aggregate (p,d,q) model, and produce a disaggregate model of (p,d,(p+d+1)). We generate the disaggregate series based on the disaggregate model.

References

Wei and Stram (1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>)

Examples

library(tswge)
data(tx.unemp.adj)
#Monthly seasonally adjusted Texas unemployment data
#Create a quarterly sum
my.un.q <- aggregate(tx.unemp.adj,nfreq=4)
e.wei <- weidis3(my.un.q,3)
sum(e.wei$fin1[1:3])
my.un.q[1]