Autoregressive Integrated Moving Average (ARIMA) Based Disaggregation Methods

We have the code for disaggregation as found in Wei and Stram (1990, ), and Hodgess and Wei (1996, "Temporal Disaggregation of Time Series" in Statistical Science I, Nova Publishing). The disaggregation models have different orders of the moving average component. These are based on ARIMA models rather than differencing or using similar time series.


Reference manual

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install.packages("disagmethod")

0.1.1 by Erin Hodgess, 8 months ago


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


Authors: Erin Hodgess [aut, cre]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Depends on polynom, ltsa, zoo, xts, tsbox, tswge


See at CRAN