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Temporal disaggregation procedures .....

Posted: Wed Sep 09, 2009 12:23 am
by sdudek
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

part 2: Temporal disaggregation procedures .....

Posted: Wed Sep 09, 2009 2:56 am
by sdudek
next procedures

Re: Temporal disaggregation procedures .....

Posted: Wed Sep 09, 2009 2:59 am
by sdudek
next ones

Re: Temporal disaggregation procedures .....

Posted: Fri Mar 04, 2011 10:09 pm
by edwards
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.

Re: Temporal disaggregation procedures .....

Posted: Mon Mar 12, 2012 3:05 am
by hatem
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.