disagg2 (Q7385745)
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Support Functions for Time Series Analysis Book
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | disagg2 |
Support Functions for Time Series Analysis Book |
Statements
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").
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24 February 2025
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