disaggR (Q74507)
From MaRDI portal
Two-Steps Benchmarks for Time Series Disaggregation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | disaggR |
Two-Steps Benchmarks for Time Series Disaggregation |
Statements
9 February 2024
0 references
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>).
0 references
