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) .


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Reference manual

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install.packages("tsdisagg2")

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