## Temporal disaggregation procedures .....

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### Temporal disaggregation procedures .....

Below you can find Temporal disaggregation procedure using Denton, Cholette, Fernandez, BFL, Chow-Lin methods as a subroutine in EViews. Copy and paste the code into your program window to execute. Below I posted also instruction hot to use it. Please feel free to modify and/or improve it.
This procedure was written for Eviews before multi frequency Workfiles were introduced, so all input series are in one frequency. Procedure is working in target frequency, i.e. when you disaggregate series from yearly to quarterly values input series are quarterly. Annual series is technically uniformly disaggregated. Low frequency series is again aggregated (by sum) to original frequency inside the procedure.

Inputs are series (not vectors), before using procedure, you have to define result series (high frequency) and equally distributed low frequency one. In current version I do it using link series. But it can be also done outside Eviews by dividing low frequency number by frequency.

'---------------------------------------------------------------------------------------------------------------
' inclusion of interpolation procedures libraries
'---------------------------------------------------------------------------------------------------------------

include C:\.......\agg_help.prg
include C:\........\ program with disaggregation procedure

'---------------------------------------------------------------------------------------------------------------
' SETTING OF THE TECHNICAL FREQUENCY CONVERSION METHOD FOR ANNUAL SERIES
'---------------------------------------------------------------------------------------------------------------

pageselect A

Oryginal_annuall_series setconvert d

'---------------------------------------------------------------------------------------------------------------
' EXAMPLE OF INTERPOLATION PROCEURE
' --------------------------------------------------------------------------------------------------------------

pageselect Q

series Oryginal_annuall_series_equally_distributed = temp_y
series Result_series

call disaggregation_subroutine (Oryginal_annuall_series_equally_distributed, Result_series, Indicator, parameters) >>> indicator if needed

delete temp_y Oryginal_annuall_series_equally_distributed

' --------------------------------------------------------------------------------------------------------------

Slawek Dudek
Attachments
bfl.prg
chowlin_fix.prg
chowlin.prg
sdudek

Posts: 5
Joined: Tue Sep 08, 2009 8:12 am

### part 2: Temporal disaggregation procedures .....

next procedures
Attachments
litterman_fix.prg
litterman.prg
fernandez.prg
sdudek

Posts: 5
Joined: Tue Sep 08, 2009 8:12 am

### Re: Temporal disaggregation procedures .....

next ones
Attachments
agg_help.prg
cholette_uni.prg
deanton_uni.prg
sdudek

Posts: 5
Joined: Tue Sep 08, 2009 8:12 am

### Re: Temporal disaggregation procedures .....

hello,sdudek.
In my country, there's no quarterly data about the Ratio of Urban Population.So I need to disaggregate annual data to quarterly data.
I followed your implication and used your commands. But when I ran the program chow-lin procedure written by you, there was nothing happenned. So I need your help sincerely. Thank you. Look forward to your reply.
Attachments
fffffff.wf1
my chowlin.prg
edwards

Posts: 1
Joined: Fri Mar 04, 2011 9:15 pm

### Re: Temporal disaggregation procedures .....

plz post exampole about denton method to convert annual to quarterly data

i have annual data and i need convert to quarterly data.