in_disaggr function

Comparing a disaggregation with the high-frequency input

The function in_disaggr takes a twoStepsBenchmark or a threeRuleSmooth object as an input. It produces a comparison between the benchmarked time series and the high-frequency input.

in_disaggr(object, type = "changes")

Arguments

• object: an object of class "twoStepsBenchmark" or "threeRuleSmooth".
• type: "levels","levels-rebased", "changes" or "contributions". This defines the type of output.

Returns

a named matrix time series of two columns, one for the response and the other for the input. A tscomparison class is added to the object.

Details

The functions plot and autoplot can be used on this object to produce graphics.

Examples

benchmark <- twoStepsBenchmark(turnover,construction,include.rho = TRUE)
plot(in_disaggr(benchmark))

See Also

in_sample in_revisions in_scatter

plot.tscomparison