disaggR (Q74507)

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Two-Steps Benchmarks for Time Series Disaggregation
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    disaggR
    Two-Steps Benchmarks for Time Series Disaggregation

      Statements

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      1.0.5
      21 February 2023
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      0.1.5
      24 August 2020
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      0.1.6
      25 August 2020
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      0.1.7
      9 October 2020
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      0.1.8
      10 October 2020
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      0.1.9
      12 October 2020
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      0.1.11
      9 December 2020
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      0.2.0.2
      10 April 2021
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      0.2.0.3
      11 April 2021
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      0.2.1
      3 May 2021
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      1.0.0
      18 June 2021
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      1.0.1
      21 July 2021
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      1.0.2
      23 August 2021
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      1.0.3.1
      4 March 2022
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      1.0.3
      22 February 2022
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      1.0.4.1
      13 December 2022
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      1.0.5.1
      7 October 2023
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      1.0.5.2
      9 February 2024
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      9 February 2024
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      The twoStepsBenchmark() and threeRuleSmooth() functions allow you to disaggregate a low-frequency time series with higher frequency time series, using the French National Accounts methodology. The aggregated sum of the resulting time series is strictly equal to the low-frequency time series within the benchmarking window. Typically, the low-frequency time series is an annual one, unknown for the last year, and the high frequency one is either quarterly or monthly. See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).
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