tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series, where either the sum, the average, the first or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. Contains the methods of Chow-Lin, Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette.

Version: 0.25.0
Published: 2016-07-10
Author: Christoph Sax [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb]
Maintainer: Christoph Sax <christoph.sax at gmail.com>
BugReports: https://github.com/christophsax/tempdisagg
License: GPL-3
URL: http://journal.r-project.org/archive/2013-2/sax-steiner.pdf
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: tempdisagg results

Downloads:

Reference manual: tempdisagg.pdf
Package source: tempdisagg_0.25.0.tar.gz
Windows binaries: r-devel: tempdisagg_0.25.0.zip, r-release: tempdisagg_0.25.0.zip, r-oldrel: tempdisagg_0.25.0.zip
OS X binaries: r-release: tempdisagg_0.25.0.tgz, r-oldrel: tempdisagg_0.25.0.tgz
Old sources: tempdisagg archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tempdisagg to link to this page.