disagmethod (Q7380776)
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Autoregressive Integrated Moving Average (ARIMA) Based Disaggregation Methods
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | disagmethod |
Autoregressive Integrated Moving Average (ARIMA) Based Disaggregation Methods |
Statements
We 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" in Statistical Science I, Nova Publishing). The disaggregation models have different orders of the moving average component. These are based on ARIMA models rather than differencing or using similar time series.
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8 February 2026
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