bflSmooth {disaggR} | R Documentation |
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.
bflSmooth(lfserie, nfrequency, weights = NULL, lfserie.is.rate = FALSE)
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. |
If weights
isn't NULL
the results depends of lfserie.is.rate
:
if FALSE
the rate output/weights is smoothed with the constraint that the
aggregated output is equal to the input lfserie.
if TRUE
the input lfserie is the rate to be smoothed, with the constraint
that the low-frequency weighted means of the output are equal to
lfserie.
A time series of frequency nfrequency