Temporal Disaggregation: Methods, Information Loss, and Diagnostics
低频时间序列的高频拆分：方法、信息损失与诊断
Duk B. Juna, Jihwan Moonb & Sungho Parkca KAIST, College of Business, Seoul, Republic of Korea b Warrington College of Business, University of Florida, Gainesville, FL 32611 c W.P. Carey School of Business, Arizona State University, Tempe, AZ 85287 This research provides a generalized framework to disaggregate lower-frequency time series and evaluate the disaggregation performance. The proposed framework combines two models in separate stages: a linear regression model to…