Denton method relies on the principle of movement preservation. There exist a few variants corresponding to different definitions of movement preservation: additive first difference (AFD), proportional first difference (PFD), additive second difference (ASD), proportional second difference (PSD), etc. The default and most widely used is the Denton PFD method.
Usage
denton(
s = NULL,
t,
d = 1L,
mul = TRUE,
nfreq = 4L,
modified = TRUE,
conversion = c("Sum", "Average", "Last", "First", "UserDefined"),
obsposition = 1L,
nbcsts = 0L,
nfcsts = 0L
)Arguments
- s
Preliminary series. If not NULL, it must be the same class as t.
- t
Aggregation constraint. Mandatory. it must be either an object of class ts or a numeric vector.
- d
Differencing order. 1 by default.
- mul
Multiplicative or additive benchmarking. Multiplicative by default.
- nfreq
Annual frequency of the disaggregated variable. Used if no disaggregated series is provided.
- modified
Modified (TRUE) or unmodified (FALSE) Denton. Modified by default.
- conversion
Conversion rule. Usually "Sum" or "Average". Sum by default.
- obsposition
Position of the observation in the aggregated period (only used with "UserDefined" conversion).
- nbcsts
Number of backcast periods. Ignored when a preliminary series is provided. (not yet implemented)
- nfcsts
Number of forecast periods. Ignored when a preliminary series is provided. (not yet implemented)
Examples
Y <- rjd3toolkit::aggregate(rjd3toolkit::Retail$RetailSalesTotal, 1)
# denton PFD without a preliminary series
y1 <- denton(t = Y, nfreq = 4)
print(y1)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1992 448459.8 450647.5 455022.8 461585.9
#> 1993 470336.7 479927.1 490357.2 501627.0
#> 1994 513736.5 524087.8 532680.9 539515.8
#> 1995 544592.4 551036.5 558848.0 568027.0
#> 1996 578573.3 588029.0 596394.1 603668.5
#> 1997 609852.3 615785.2 621467.2 626898.3
#> 1998 632078.6 640029.7 650751.8 664244.9
#> 1999 680508.8 695666.5 709717.8 722662.8
#> 2000 734501.5 744312.0 752094.2 757848.3
#> 2001 761574.1 765207.3 768747.8 772195.7
#> 2002 775550.9 780104.8 785857.5 792808.8
#> 2003 800958.8 810650.7 821884.4 834660.1
#> 2004 848977.5 863156.5 877197.0 891099.0
#> 2005 904862.4 918091.9 930787.5 942949.2
#> 2006 954576.9 965410.8 975451.0 984697.4
#> 2007 993150.0 999850.8 1004799.9 1007997.3
#> 2008 1009442.9 1001537.3 984280.4 957672.4
#> 2009 921713.2 902491.3 900006.8 914259.6
#> 2010 945249.8 968492.5 983987.6 991735.1
# denton PFD without a preliminary series and conversion = "Average"
denton(t = Y, nfreq = 4, conversion = "Average")
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1992 1793839 1802590 1820091 1846344
#> 1993 1881347 1919708 1961429 2006508
#> 1994 2054946 2096351 2130724 2158063
#> 1995 2178370 2204146 2235392 2272108
#> 1996 2314293 2352116 2385576 2414674
#> 1997 2439409 2463141 2485869 2507593
#> 1998 2528314 2560119 2603007 2656980
#> 1999 2722035 2782666 2838871 2890651
#> 2000 2938006 2977248 3008377 3031393
#> 2001 3046297 3060829 3074991 3088783
#> 2002 3102204 3120419 3143430 3171235
#> 2003 3203835 3242603 3287538 3338640
#> 2004 3395910 3452626 3508788 3564396
#> 2005 3619450 3672368 3723150 3771797
#> 2006 3818307 3861643 3901804 3938789
#> 2007 3972600 3999403 4019200 4031989
#> 2008 4037771 4006149 3937122 3830690
#> 2009 3686853 3609965 3600027 3657039
#> 2010 3780999 3873970 3935950 3966940
# denton PFD with a preliminary series
x <- y1 + rnorm(n = length(y1), mean = 0, sd = 10000)
denton(s = x, t = Y)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1992 452252.4 431594.5 475592.7 456276.4
#> 1993 464975.1 478932.7 483960.9 514379.3
#> 1994 518589.7 514922.4 544945.1 531563.8
#> 1995 538353.4 550675.2 560070.4 573405.0
#> 1996 578870.7 600143.2 580999.0 606652.1
#> 1997 610164.7 613745.5 629293.1 620799.7
#> 1998 631687.8 639941.5 651952.2 663523.5
#> 1999 667225.9 690848.6 714652.8 735828.8
#> 2000 730899.3 756724.9 745494.5 755637.4
#> 2001 754324.1 760258.1 774506.7 778636.1
#> 2002 769589.6 773817.5 778185.6 812729.3
#> 2003 806202.6 814316.4 813723.1 833911.8
#> 2004 841584.0 874817.2 867352.0 896676.8
#> 2005 908245.6 908998.7 954678.6 924768.0
#> 2006 949567.4 962146.7 972408.7 996013.2
#> 2007 999617.3 1002049.5 1000039.9 1004091.4
#> 2008 999962.4 1002485.6 979654.1 970830.8
#> 2009 913661.4 906649.3 901955.8 916204.5
#> 2010 950510.3 948778.9 990446.3 999729.4
# denton AFD with a preliminary series
denton(s = x, t = Y, mul = FALSE)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1992 452254.0 431266.1 475891.5 456304.4
#> 1993 465013.3 478952.1 483988.9 514293.6
#> 1994 518674.6 515075.8 544865.8 531404.8
#> 1995 538073.7 550590.5 560194.9 573644.9
#> 1996 579072.0 599971.4 581257.0 606364.6
#> 1997 610023.9 613739.5 629348.8 620890.8
#> 1998 631716.9 639937.6 651951.8 663498.7
#> 1999 667029.7 690782.8 714741.3 736002.2
#> 2000 730954.2 756758.3 745459.5 755584.0
#> 2001 754293.5 760253.7 774525.6 778652.2
#> 2002 769595.5 773820.9 778201.6 812704.0
#> 2003 806278.0 814376.2 813708.0 833791.8
#> 2004 841352.1 874804.1 867388.8 896885.0
#> 2005 908442.3 909176.7 954340.9 924731.0
#> 2006 949418.2 962111.0 972506.4 996100.4
#> 2007 999651.1 1002037.9 1000031.2 1004077.8
#> 2008 1000109.3 1002713.2 979582.9 970527.6
#> 2009 913319.0 906597.8 902153.1 916401.1
#> 2010 950519.9 948870.0 990394.1 999681.0