disagg2

MaRDI QIDQ7385745CRANFDO

Authors Erin Hodgess

Last update 24 February 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

Contains the support functions for the Time Series Analysis book. We present a function to calculate MSE and MAE for inputs of actual and forecast values. We also have the code for disaggregation as found in Wei and Stram (1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>), and Hodgess and Wei (1996, "Temporal Disaggregation of Time Series").

Cites work

• Disaggregation of Time Series Models

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