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).


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install.packages("disaggR")

0.1.6 by Arnaud Feldmann, a month ago


Browse source code at https://github.com/cran/disaggR


Authors: Arnaud Feldmann


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports ggplot2

Suggests testthat, vdiffr


See at CRAN