Temporal disaggregation procedures .....

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

Temporal disaggregation procedures .....

Postby sdudek » Wed Sep 09, 2009 12:23 am

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

link temp_y
temp_y.linkto A::Oryginal_annuall_series
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
(6.12 KiB) Downloaded 900 times
chowlin_fix.prg
(9.75 KiB) Downloaded 1099 times
chowlin.prg
(11.67 KiB) Downloaded 1031 times

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

part 2: Temporal disaggregation procedures .....

Postby sdudek » Wed Sep 09, 2009 2:56 am

next procedures
Attachments
litterman_fix.prg
(9.7 KiB) Downloaded 580 times
litterman.prg
(11.61 KiB) Downloaded 544 times
fernandez.prg
(9.09 KiB) Downloaded 586 times

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

Re: Temporal disaggregation procedures .....

Postby sdudek » Wed Sep 09, 2009 2:59 am

next ones
Attachments
agg_help.prg
(9.28 KiB) Downloaded 769 times
cholette_uni.prg
(8.67 KiB) Downloaded 545 times
deanton_uni.prg
(7.99 KiB) Downloaded 732 times

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

Re: Temporal disaggregation procedures .....

Postby edwards » Fri Mar 04, 2011 10:09 pm

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
(19.08 KiB) Downloaded 503 times
my chowlin.prg
(11.66 KiB) Downloaded 563 times

hatem
Posts: 1
Joined: Mon Mar 12, 2012 2:54 am

Re: Temporal disaggregation procedures .....

Postby hatem » Mon Mar 12, 2012 3:05 am

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

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

i need your help plz.


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