disaggR-package {disaggR} | R Documentation |
Two-Steps Benchmarks for Time Series Disaggregation
Description
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 series within the
benchmarking window. Typically, the low-frequency 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).
Author(s)
Maintainer: Pauline Meinzel pauline.meinzel@insee.fr
Authors:
Arnaud Feldmann arnaud.feldmann@gmail.com (ORCID) (Author and maintener of the package until the version 1.0.1)
Other contributors:
Thomas Laurent (Maintener of the package from 1.0.2 to 1.0.5.2) [contributor]
Franck Arnaud (barplot base graphics method for the mts class) [contributor]
Institut national de la statistique et des études économiques comptes-trimestriels@insee.fr (https://www.insee.fr/) [copyright holder]
See Also
Useful links: