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Overview

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

Installation

You can install the stable version from CRAN.

install.packages('disaggR', dependencies = TRUE)

You can install the development version from Github.

# install.packages("devtools")
install_github("arnaud-feldmann/disaggR")

Usage

library(disaggR)
library(ggplot2)

benchmark <- twoStepsBenchmark(hfserie = turnover,
                               lfserie = construction,
                               include.differenciation = TRUE)
as.ts(benchmark)
coef(benchmark)
summary(benchmark)
autoplot(benchmark)
autoplot(in_sample(benchmark))