Two-Steps Benchmarks for Time Series Disaggregation
c(person(given = "Arnaud",
family = "Feldmann",
role = c("aut", "cre"),
email = "arnaud.feldmann@insee.fr"),
person(given = "Institut national de la statistique et des études économiques",
role = "cph",
email = "comptes-trimestriels@insee.fr",
comment = "https://www.insee.fr/"))
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).
Arnaud Feldmann [aut, cre],
Institut national de la statistique et des études économiques [cph]
(https://www.insee.fr/)

c(person(given = "Arnaud",
family = "Feldmann",
role = c("aut", "cre"),
email = "arnaud.feldmann@insee.fr",
comment = c(ORCID = "0000-0003-0109-7505")),
person(given = "Franck",
family = "Arnaud",
role = "ctb",
comment = "barplot base graphics method for the mts class"),
person(given = "Institut national de la statistique et des études économiques",
role = "cph",
email = "comptes-trimestriels@insee.fr",
comment = "https://www.insee.fr/"))
The twoStepsBenchmark() and threeRuleSmooth() functions 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 one is either quarterly or
mensual. See "Methodology of quarterly national accounts", Insee Méthodes
N°126, by Insee (2012, ISBN:978-2-11-068613-8).
ggplot2, rmarkdown, scales, shiny (>= 1.5.0)
'bflSmooth.R' 'data.R' 'disaggR.R' 'in.R' 's4declaration.R'
'twoStepsBenchmark.R' 'methods.R' 'plot.R' 'praislm.R'
'reView.R' 'threeRuleSmooth.R' 'utils.R'
Arnaud Feldmann [aut, cre] (<https://orcid.org/0000-0003-0109-7505>),
Franck Arnaud [ctb] (barplot base graphics method for the mts class),
Institut national de la statistique et des études économiques [cph]
(https://www.insee.fr/)