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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.
install.packages("disaggR")You can install the development version from Github.
# install.packages("devtools") install_github("InseeFr/disaggR")
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.
reView(benchmark)