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Temporal Disaggregation Library



Temporal disaggregation of economic time series

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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)
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Comments and Ratings (6)
03 Nov 2013 merit


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 ...

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

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