disaggregate procedure

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terrya
Posts: 41
Joined: Mon Aug 24, 2009 6:05 pm

disaggregate procedure

Post by terrya »

When I use the Denton and BFL instructions, I get the following error message for both:
## SX11. Identifier RW is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>gregate(tsmodel=rw,<<<<

The instructions are:

@disaggregate(tsmodel=rw,model=multiplicative,factor=4,maintain=sum,estimate,print) rgdp / rgdpd
# X (the indicator variable)

@disaggregate(tsmodel=rw,model=linear,factor=4,maintain=sum,estimate,print) rgdp / rgdpdbfl

There's nothing wrong with the rgdp series as I can disaggregate it using EViews10+ and R.

I'm using Rats 9.2.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: disaggregate procedure

Post by TomDoan »

It's TSMODEL=RW1.
terrya
Posts: 41
Joined: Mon Aug 24, 2009 6:05 pm

Re: disaggregate procedure

Post by terrya »

TomDoan wrote:It's TSMODEL=RW1.
This is what the help file says:

MODEL=MULTIPLICATIVE,TSMODEL=RW is the proportional Denton method

MODEL=LINEAR,TSMODEL=RW,MAINTAIN=SUM with no related series is a generalization of Boot, Feibes, Lisman(1967) "Further methods of derivation of quarterly figures from annual data", Applied Statistics, vol. 16, no 1, 65-75.
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: disaggregate procedure

Post by TomDoan »

That's a typo. The description of the TSMODEL option itself is correct.
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