Temporal Disaggregation and Benchmarking in 'JDemetra+' 3.x

Interface to 'JDemetra+' 3.x (< https://github.com/jdemetra>) time series analysis software. It provides a variety of methods for temporal disaggregation & interpolation, benchmarking, reconciliation and calendarization. It incorporates statistical methods described in the latest European Statistical System (ESS) guidelines on temporal disaggregation, benchmarking, and reconciliation (2018 edition). The package implements highly efficient algorithms for fast and reliable computation.

rjd3bench

Overview

The package rjd3bench provides a variety of methods for temporal disaggregation, interpolation, benchmarking, reconciliation and calendarization, using highly efficient algorithms.

Temporal disaggregation & interpolation:

• Chow-Lin, Fernandez and Litterman
• Model-Based Denton
• Autoregressive Distributed Lag (ADL) models
• Reverse regression

Benchmarking:

• Denton
• GRP (Growth Rate Preservation)
• Cubic Splines
• Cholette

Reconciliation and multivariate temporal disaggregation:

• Multivariate Cholette

Calendarization

Installation

Running rjd3 packages requires Java 21 or higher. How to set up such a configuration in R is explained here

Latest release

To get the current stable version (from the latest release):

• From CRAN:

install.packages("rjd3bench")

• From GitHub:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3bench@*release", build_vignettes = TRUE)

• From r-universe:

install.packages("rjd3bench", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))

Development version

To get the current development version from GitHub:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3bench", build_vignettes = TRUE)

Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues. pull requests should include updated tests and updated documentation. If functionality is changed, docstrings should be added or updated.

Licensing

The code of this project is licensed under the European Union Public Licence (EUPL).