bflSmooth {disaggR}R Documentation

Smooth a time series

Description

bflSmooth smoothes a time series into a time series of a higher frequency that exactly aggregates into the higher one. The process followed is Boot, Feibes and Lisman, which minimizes the squares of the variations.

Usage

bflSmooth(lfserie, nfrequency, weights = NULL, lfserie.is.rate = FALSE)

Arguments

lfserie

a time series to be smoothed

nfrequency

the new high frequency. It must be a multiple of the low frequency.

weights

NULL or a time series of the same size than the expected high-frequency serie.

lfserie.is.rate

TRUE or FALSE. Only taken into account if weights isn't NULL.

Details

If weights isn't NULL the results depends of lfserie.is.rate :

Value

A time series of frequency nfrequency


[Package disaggR version 1.0.3.1 Index]