Time Series Disaggregation

Disaggregates low frequency time series data to higher frequency series. Implements the following methods for temporal disaggregation: Boot, Feibes and Lisman (1967) , Chow and Lin (1971) , Fernandez (1981) and Litterman (1983) .


Reference manual

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0.1.0 by Jorge Vieira, 4 years ago

Browse source code at https://github.com/cran/tsdisagg2

Authors: Jorge Vieira <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Suggests R.rsp

See at CRAN