https://github.com/christophsax/tempdisagg

Methods for Temporal Disaggregation and Interpolation of Time Series
https://github.com/christophsax/tempdisagg

r time-series

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Methods for Temporal Disaggregation and Interpolation of Time Series

• Host: GitHub
• URL: https://github.com/christophsax/tempdisagg
• Owner: christophsax
• Created: 2013-06-08T11:20:36.000Z (over 11 years ago)
• Default Branch: main
• Last Pushed: 2023-08-08T05:33:45.000Z (over 1 year ago)
• Last Synced: 2023-08-08T06:35:17.443Z (over 1 year ago)
• Topics: r, time-series
• Language: R
• Homepage: http://cran.r-project.org/web/packages/tempdisagg
• Size: 742 KB
• Stars: 32
• Watchers: 7
• Forks: 5
• Open Issues: 8
• Metadata Files:
  • Readme: README.md

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README

        


# tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

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coverage](https://codecov.io/gh/christophsax/tempdisagg/branch/main/graph/badge.svg)](https://app.codecov.io/gh/christophsax/tempdisagg?branch=main)

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Temporal disaggregation methods are used to disaggregate or interpolate

a low frequency time series to a higher frequency series, where either

the sum, the average, the first or the last value of the resulting high

frequency series is consistent with the low frequency series. Temporal

disaggregation can be performed with or without one or more high

frequency indicator series. Contains the methods of Chow-Lin,

Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette.

Supports most R time series classes.

## Installation

To install or update from from

[CRAN](https://cran.r-project.org/package=tempdisagg), run:

``` r

install.packages("tempdisagg")

```

To install the development version:

``` r

# install.packages("remotes")

remotes::install_github("christophsax/tempdisagg")

```

Our article on [temporal disaggregation of time

series](https://journal.r-project.org/archive/2013-2/sax-steiner.pdf) in

the R-Journal describes the package and the theory of temporal

disaggregation in more detail.

Please report bugs on

[Github](https://github.com/christophsax/tempdisagg) or send an

[e-mail](mailto:[email protected]), thank you!