predict.td

Compute the disaggregated or interpolated (and extrapolated) high frequency
series of a temporal disaggregation.

models

Temporal disaggregation methods are used to disaggregate and
interpolate a low frequency time series to a higher frequency series, where
either the sum, the mean, 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, summarized in Sax and
Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series
classes.

Christoph Sax

tempdisagg

Methods for Temporal Disaggregation and Interpolation of Time
Series

Peter Steiner

Tommaso Di Fonzo

predict.td function

<dl><dt>object</dt>
<dd>an object of class <code>"td"</code>, usually, a result of a
call to <code>td()</code>.</dd>
<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd></dl>

Arguments

Predict Method for Temporal Disaggregation — predict.td

<dl>

<dt>object</dt>
<dd>an object of class <code>"td"</code>, usually, a result of a
call to <code>td()</code>.</dd>


<dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

</dl>

predict.td: Predict Method for Temporal Disaggregation

Description

Usage

Value

Arguments

See Also

Examples