Temporal Disaggregation Library

Temporal disaggregation of economic time series

Description

This library has been designed to perform temporal disaggregation of economic time series using a variety of techniques: univariate methods without indicators (Boot-Feibes-Lisman, Stram-Wei), univariate methods with indicators (Denton, Chow-Lin, Fernandez, Litterman, Santos-Cardoso, Guerrero) and multivariate methods with indicators and transversal constraints (Rossi, Denton, Di Fonzo). The program has two main components: a library of functions coded in Matlab and an Excel interface written in Visual Basic.

• MATLAB release: MATLAB 7.6 (R2008a)

[Tomasz]

in file print_td is a bug.
file need a res.s but i res output structure (Chow-Lin) is a res.sc ...

solution:
1. change in print_td line 36 from s=res.s on s=res.sc
2. change in res=chowlin(Y,x,ta,s,type) so output structure res will have na res.s

[Gonzalo Fernandez-de-Cordoba]