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tempdisagg  

Methods for Temporal Disaggregation and Interpolation of Time Series
View on CRAN: Click here


Download and install tempdisagg package within the R console
Install from CRAN:
install.packages("tempdisagg")

Install from Github:
library("remotes")
install_github("cran/tempdisagg")

Install by package version:
library("remotes")
install_version("tempdisagg", "1.2.0")



Attach the package and use:
library("tempdisagg")
Maintained by
Christoph Sax
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-04-02
Latest Update: 2023-08-08
Description:
Temporal disaggregation methods are used to disaggregate and interpolate a low frequency time series to a higher frequency series, where either the sum, the mean, the first or the last value of the resulting high frequency series is consistent with the low frequency series. Temporal disaggregation can be performed with or without one or more high frequency indicator series. Contains the methods of Chow-Lin, Santos-Silva-Cardoso, Fernandez, Litterman, Denton and Denton-Cholette, summarized in Sax and Steiner (2013) <doi:10.32614/RJ-2013-028>. Supports most R time series classes.
How to cite:
Christoph Sax (2012). tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series. R package version 1.2.0, https://cran.r-project.org/web/packages/tempdisagg. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.12 (2012-04-02 11:15), 0.13 (2012-04-16 20:01), 0.21 (2013-02-12 21:12), 0.22 (2013-08-04 19:49), 0.23 (2014-01-11 12:48), 0.24.0 (2014-12-07 16:01), 0.25.0 (2016-07-10 11:00), 1.0 (2020-02-07 15:40), 1.1.1 (2023-08-08 17:20), 1.1 (2023-03-09 10:50)
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Complete documentation for tempdisagg
Functions, R codes and Examples using the tempdisagg R package
Some associated functions: exports.m . gdp.q . plot.td . predict.td . spi.d . summary.td . ta . td . tempdisagg-package . 
Some associated R codes: irregular.R . ta.R . td.R . td.calc.R . td.output.R . td.sub.R . tempdisagg-package.R . utils.R .  Full tempdisagg package functions and examples
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