Interpolating a low-frequency time to a high-frequency one: programing and estimation procedure for matlab
Open Access
|Dec 2014Abstract
This study provides an estimation procedures and statistical package programing for temporal disaggregation of time series data. That is, this method is used to disaggregate low frequency data to higher frequency data. Temporal disaggregation can be performed with one or more high frequency indicator series.
DOI: https://doi.org/10.4038/sljer.v2i2.94 | Journal eISSN: 2345-9913
Language: English
Page range: 93 - 108
Published on: Dec 30, 2014
Published by: Sri Lanka Forum of University Economists
In partnership with: Paradigm Publishing Services
© 2014 T. Vinayagathasan, published by Sri Lanka Forum of University Economists
This work is licensed under the Creative Commons License.