https://github.com/inseefr/disaggr

Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)
https://github.com/inseefr/disaggr

cran disaggregation r statistical-package time-series

Last synced: 8 months ago
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Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)

• Host: GitHub
• URL: https://github.com/inseefr/disaggr
• Owner: InseeFr
• License: other
• Created: 2020-02-04T20:14:08.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2024-06-24T10:29:18.000Z (almost 2 years ago)
• Last Synced: 2025-09-08T15:38:06.268Z (9 months ago)
• Topics: cran, disaggregation, r, statistical-package, time-series
• Language: R
• Homepage: https://inseefr.github.io/disaggR/
• Size: 14.1 MB
• Stars: 11
• Watchers: 6
• Forks: 6
• Open Issues: 2
• Metadata Files:
  • Readme: README.Rmd
  • Changelog: NEWS.md
  • License: LICENSE

Awesome Lists containing this project

README

          
---

output: github_document

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

[![CRAN status](https://www.r-pkg.org/badges/version/disaggR)](https://cran.r-project.org/package=disaggR)

[![R build status](https://github.com/InseeFr/disaggR/workflows/R-CMD-check/badge.svg)](https://github.com/InseeFr/disaggR/actions)

[![codecov](https://codecov.io/gh/InseeFr/disaggR/branch/master/graph/badge.svg)](https://app.codecov.io/gh/InseeFr/disaggR)

[![Downloads](https://cranlogs.r-pkg.org/badges/disaggR)](https://cran.r-project.org/package=disaggR)

## Overview

The R package disaggR is an implementation of the French Quarterly National Accounts method for temporal disaggregation of time series. `twoStepsBenchmark()` and `threeRuleSmooth()` bend a time series with another one of a lower frequency.

## Installation

You can install the __stable__ version from [CRAN](https://cran.r-project.org/package=disaggR).

```{r, eval = FALSE}

install.packages("disaggR")

```

You can install the __development__ version from [Github](https://github.com/InseeFr/disaggR).

```{r, eval = FALSE}

# install.packages("devtools")

install_github("InseeFr/disaggR")

```

## Usage

```{r, echo = TRUE, results = 'hide', fig.show="hold", out.width="50%"}

library(disaggR)

benchmark <- twoStepsBenchmark(hfserie = turnover,

                               lfserie = construction,

                               include.differenciation = TRUE)

as.ts(benchmark)

coef(benchmark)

summary(benchmark)

plot(benchmark)

plot(in_sample(benchmark))

```

```{r, echo = TRUE, results = 'hide', fig.show="hold", out.width="50%"}

plot(in_disaggr(benchmark,type="changes"),

     start=c(2015,1),end=c(2020,12))

plot(in_disaggr(benchmark,type="contributions"),

     start=c(2015,1),end=c(2020,12))

```

```{r, echo = TRUE, results = 'hide', fig.show="hold", out.width="50%"}

plot(in_scatter(benchmark))

new_benchmark <- twoStepsBenchmark(hfserie = turnover,

                                   lfserie = construction,

                                   include.differenciation = FALSE)

plot(in_revisions(new_benchmark,

                  benchmark),start = c(2010,1))

```

## Shiny app

You can also use the shiny application __reView__, to easily chose the best parameters for your benchmark.

```{r, echo = TRUE, eval = FALSE}

reView(benchmark)

```

![shinyscreen](man/figures/shiny-screen.jpg){ width=100% }\