Code covered by the BSD License  

5.0

5.0 | 5 ratings Rate this file 22 Downloads (last 30 days) File Size: 3.63 MB File ID: #24438
image thumbnail

Temporal Disaggregation Library

by

 

Temporal disaggregation of economic time series

| Watch this File

File Information
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)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (6)
03 Nov 2013 merit

m

02 Aug 2012 Rahadian Zulfadin

Thank you. Very useful.

13 Apr 2012 Renwen Lin

Very Useful

18 Feb 2012 BURCU YILDIRIM  
07 Jul 2010 Gonzalo Fernandez-de-Cordoba  
19 Jan 2010 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

Contact us