disagmethod: Autoregressive Integrated Moving Average (ARIMA) Based
Disaggregation Methods
We have the code for
disaggregation as found in Wei and Stram
(1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>),
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.
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