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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.
You can install the stable version from CRAN.
You can install the development version from Github.
library(disaggR)
benchmark <- twoStepsBenchmark(hfserie = turnover,
lfserie = construction,
include.differenciation = TRUE)
as.ts(benchmark)
coef(benchmark)
summary(benchmark)
plot(benchmark)
plot(in_sample(benchmark))
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))
plot(in_scatter(benchmark))
new_benchmark <- twoStepsBenchmark(hfserie = turnover,
lfserie = construction,
include.differenciation = FALSE)
plot(in_revisions(new_benchmark,
benchmark),start = c(2010,1))
You can also use the shiny application reView, to easily chose the best parameters for your benchmark.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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