Package: tempdisagg 1.2.0

Christoph Sax

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 mean, 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, summarized in Sax and Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series classes.

Authors:Christoph Sax [aut, cre], Peter Steiner [aut], Tommaso Di Fonzo [ctb], Nelson Stevens [ctb], Tobias Schieferdecker [ctb]

tempdisagg_1.2.0.tar.gz
tempdisagg_1.2.0.zip(r-4.7)tempdisagg_1.2.0.zip(r-4.6)tempdisagg_1.2.0.zip(r-4.5)
tempdisagg_1.2.0.tgz(r-4.6-any)tempdisagg_1.2.0.tgz(r-4.5-any)
tempdisagg_1.2.0.tar.gz(r-4.7-any)tempdisagg_1.2.0.tar.gz(r-4.6-any)
tempdisagg_1.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tempdisagg/json (API)

# Install 'tempdisagg' in R:
install.packages('tempdisagg', repos = c('https://cynkra.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cynkra/tempdisagg/issues

Pkgdown/docs site:https://cynkra.github.io

Datasets:
  • exports.m - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.m - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • exports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • gdp.q - Gross Domestic Product
  • imports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • imports.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.a - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.a - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • sales.q - Trade and Sales of Chemical and Pharmaceutical Industry
  • spi.d - SPI Swiss Performance Index

On CRAN:

Conda:

time-series

8.39 score 42 stars 1 packages 146 scripts 2.2k downloads 2 exports 0 dependencies

Last updated from:5f329d0d77. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK142
source / vignettesOK248
linux-release-x86_64OK132
macos-release-arm64OK102
macos-oldrel-arm64OK99
windows-develOK101
windows-releaseOK102
windows-oldrelOK96
wasm-releaseOK109

Exports:tatd

Dependencies:

Temporal Disaggregation of Time Series
Disaggregating annual data to quarterly | No indicator | Using additional information | Regression based disaggregation | Comparison of methods
Rendered fromintro.Rmdusingknitr::rmarkdown

Last update: 2023-03-08
Started: 2020-02-06

Temporal Disaggregation to High-Frequency
Convert between any frequency | Quarterly to daily disaggregation | No indicator | Stock market data as an indicator
Rendered fromhf-disagg.Rmdusingknitr::rmarkdown

Last update: 2023-03-08
Started: 2020-02-06