Two-Steps Benchmarks for Time Series Disaggregation

The twoStepsBenchmark() function and its wrappers allow you to disaggregate a low frequency time serie with time series of higher frequency, using the French National Accounts methodology. The aggregated sum of the resulting time-serie is strictly equal to the low-frequency serie within the benchmarking window. Typically, the low frequency serie is an annual one, unknown for the last year, and the high frequency is either quarterly or mensual. See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8).


Reference manual

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0.1.11 by Arnaud Feldmann, 3 months ago

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Authors: Arnaud Feldmann [aut, cre] , Institut national de la statistique et des études économiques [cph] (

Documentation:   PDF Manual  

Task views: Time Series Analysis

MIT + file LICENSE license

Imports ggplot2, Rcpp

Suggests testthat, vdiffr

Linking to Rcpp

See at CRAN