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).
Version: | 0.1.11 |
Depends: | R (≥ 2.10) |
Imports: | ggplot2, Rcpp |
LinkingTo: | Rcpp |
Suggests: | testthat (≥ 2.1.0), vdiffr |
Published: | 2020-12-09 |
Author: | Arnaud Feldmann [aut, cre], Institut national de la statistique et des études économiques [cph] (https://www.insee.fr/) |
Maintainer: | Arnaud Feldmann <arnaud.feldmann at insee.fr> |
BugReports: | https://github.com/InseeFr/disaggR/issues |
License: | MIT + file LICENSE |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | disaggR results |
Reference manual: | disaggR.pdf |
Package source: | disaggR_0.1.11.tar.gz |
Windows binaries: | r-devel: disaggR_0.1.11.zip, r-release: disaggR_0.1.11.zip, r-oldrel: disaggR_0.1.11.zip |
macOS binaries: | r-release: disaggR_0.1.11.tgz, r-oldrel: disaggR_0.1.11.tgz |
Old sources: | disaggR archive |
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