disaggR
CRANdisaggRMaRDI QIDQ74507FDOQ74507
Two-Steps Benchmarks for Time Series Disaggregation
Last update: 9 February 2024
Copyright license: MIT license, File License
Software version identifier: 1.0.5, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.1.9, 0.1.11, 0.2.0.2, 0.2.0.3, 0.2.1, 1.0.0, 1.0.1, 1.0.2, 1.0.3.1, 1.0.3, 1.0.4.1, 1.0.5.1, 1.0.5.2
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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