Temporal Disaggregation of Time Series

Abstract:

Temporal disaggregation methods are used to disaggregate low frequency time series to 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. The package tempdisagg is a collection of several methods for temporal disaggregation.

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Authors

Affiliations

Christoph Sax

 

Peter Steiner

 

Published

Aug. 25, 2013

Received

Mar 1, 2013

DOI

10.32614/RJ-2013-028

Volume

Pages

5/2

80 - 87

CRAN packages used

tempdisagg

CRAN Task Views implied by cited packages

TimeSeries

Footnotes

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    Citation

    For attribution, please cite this work as

    Sax & Steiner, "The R Journal: Temporal Disaggregation of Time Series", The R Journal, 2013

    BibTeX citation

    @article{RJ-2013-028,
      author = {Sax, Christoph and Steiner, Peter},
      title = {The R Journal: Temporal Disaggregation of Time Series},
      journal = {The R Journal},
      year = {2013},
      note = {https://doi.org/10.32614/RJ-2013-028},
      doi = {10.32614/RJ-2013-028},
      volume = {5},
      issue = {2},
      issn = {2073-4859},
      pages = {80-87}
    }