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tempdisagg (version 0.22)

Methods for Temporal Disaggregation and Interpolation of Time Series

Description

Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series. This can be done without additional information or by exploiting the information contained in one or more indicators. All disaggregation methods ensure that either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series.

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Version

Install

install.packages('tempdisagg')

Monthly Downloads

1,930

Version

0.22

License

GPL-3

Maintainer

Christoph Sax

Last Published

August 4th, 2013

Functions in tempdisagg (0.22)

ta

Temporal Aggregation of Time Series
exports.m

Trade and Sales of Chemical and Pharmaceutical Industry
td

Temporal Disaggregation of Time Series
predict.td

Predict Method for Temporal Disaggregation
plot.td

Residual Plot for Temporal Disaggregation
tempdisagg-package

Methods for Temporal Disaggregation and Interpolation of Time Series
summary.td

Summary of a Temporal Disaggregation