disaggR
Two-Steps Benchmarks for Time Series Disaggregation
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).
- Version1.0.5.3
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release07/11/2024
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Team
Pauline Meinzel
Institut national de la statistique et des études économiques
Arnaud Feldmann
Thomas Laurent
Show author detailsRolesContributorFranck Arnaud
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