DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Does a temporal disaggregation of a series, changing the frequency to a higher one while maintaining the sum, average or final value over each period of the levels. This can handle a variety of models both for the noise term and linear, log-linear and multiplicative relationships. It includes Chow-Lin as a special case.

Language: RATS
Requires: RATS 7.30
Keywords: Interpolation (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/disaggregate.src (text/plain)

Related works:
Journal Article: A Random Walk, Markov Model for the Distribution of Time Series (1983)
Journal Article: A Methodological Note on the Estimation of Time Series (1981)
Journal Article: Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00050

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