disaggregate procedure
disaggregate procedure
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.
## 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.
Re: disaggregate procedure
It's TSMODEL=RW1.
Re: disaggregate procedure
This is what the help file says:TomDoan wrote:It's TSMODEL=RW1.
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.
Re: disaggregate procedure
That's a typo. The description of the TSMODEL option itself is correct.