reUseBenchmark {disaggR} | R Documentation |
This function reapplies the coefficients and parameters of a benchmark on new time series.
reUseBenchmark(hfserie,benchmark,reeval.smoothed.part=FALSE)
hfserie |
the bended time series. If it is a matrix time series, it has to
have the same column names than the |
benchmark |
a twoStepsBenchmark object, from which the parameters and coefficients are taken. |
reeval.smoothed.part |
a boolean of length 1. If |
reUseBenchmark
is primarily meant to be used on a series that is derived
from the previous one, after some modifications that would bias the
estimation otherwise. Working-day adjustment is a good example. Hence, by
default, the smoothed part of the first model isn't reevaluated ; the
aggregated benchmarked series isn't equal to the low-frequency series.
reUseBenchmark
returns an object of class twoStepsBenchmark.
benchmark <- twoStepsBenchmark(turnover,construction)
turnover_modif <- turnover
turnover_modif[2] <- turnover[2]+2
benchmark2 <- reUseBenchmark(turnover_modif,benchmark)