disagmethod: Autoregressive Integrated Moving Average (ARIMA) Based Disaggregation Methods
Abstract
We have the code for disaggregation as found in Wei and Stram (1990, ), and Hodgess and Wei (1996, "Temporal Disaggregation of Time Series" in Statistical Science I, Nova Publishing). The disaggregation models have different orders of the moving average component. These are based on ARIMA models rather than differencing or using similar time series.
Fields of Study & Subjects
Time Series Analysis and Forecasting
Forecasting Techniques and Applications
Statistical and numerical algorithms
Publication details
- Publication date
- 30 January 2026
- Document type
- Dataset