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:

Other contributors:

See Also

Useful links:


[Package disaggR version 1.0.5.3 Index]