Package: disaggR 1.0.5.4

disaggR: Two-Steps Benchmarks for Time Series Disaggregation

The twoStepsBenchmark() and threeRuleSmooth() functions allow you to disaggregate a low-frequency time series with higher frequency time series, using the French National Accounts methodology. The aggregated sum of the resulting time series is strictly equal to the low-frequency time series within the benchmarking window. Typically, the low-frequency time series is an annual one, unknown for the last year, and the high frequency one is either quarterly or monthly. See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).

Authors:Arnaud Feldmann [aut], Pauline Meinzel [cre], Thomas Laurent [ctb], Franck Arnaud [ctb], Institut national de la statistique et des études économiques [cph]