disagmethod - Autoregressive Integrated Moving Average (ARIMA) Based
Disaggregation Methods
We have the code for disaggregation as found in Wei and
Stram (1990, <doi:10.1111/j.2517-6161.1990.tb01799.x>), and
Hodgess and Wei (1996, "Temporal Disaggregation of Time Series"
in Statistical Science I, Nova Publishing). The disaggregation
models have different orders of the moving average component.
These are based on ARIMA models rather than differencing or
using similar time series.