RATS 11
RATS 11

Procedures /

DISTRIB Procedure

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@DISTRIB is an old procedure for doing distribution of a series to a higher frequency. (Distribution transforms the data to a higher frequency while maintaining the sum). The newer procedure for this is @DISAGGREGATE.

@DISTRIB(options)   oldser newser

Parameters

oldser

series to interpolate.  This should be set up in the higher frequency (monthly in the example).  @DISTRIB takes as the value to distribute the last month of each quarter.

newser

higher frequency series to create

Options

MODEL=[RW1]/AR1/RWAR1/RW2

Specifies one of several statistical models for the process. RW1 is a random walk, AR1 is a first order autoregression, RWAR1 is an ARIMA(1,1,0) and RW2 is ARIMA(0,2,0).
 

RHO=value of the AR1 parameter for AR1 and RWAR1 models [.9]
 

FACTOR=increase in the recording frequency (3 for quarterly to monthly)

Equivalent Use in @DISAGGREGATE

 

@DISTRIB(MODEL=model,RHO=rho,FACTOR=factor) seriesa seriesb

 

is equivalent to

 

@DISAGGREGATE(MAINTAIN=SUM,TSMODEL=model,RHO=rho,FACTOR=factor)seriesa / seriesb

 

The RHO and FACTOR options have the same defaults in the two, so, in general, all you need to do to update a use of @DISTRIB to a newer @DISAGGREGATE is to add the MAINTAIN=SUM option, replace MODEL with TSMODEL and add the / for the range between the two series.


Copyright © 2025 Thomas A. Doan