Disaggregating Time-Series with Many Indicators: An Overview of the DisaggregateTS Package
利用众多指标进行时间序列频率分解:DisaggregateTS 软件包概览
Low-frequency time-series (e.g., quarterly data) are often treated as benchmarks for interpolating to higher frequencies, since they generally exhibit greater precision and accuracy in contrast to their high-frequency counterparts (e.g., monthly data) reported by governmental bodies. An array of regression-based methods have been proposed in the literature which aim to estimate a target high-frequency series using higher frequency indicators. However, in the era of big data…