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 438596.9 451485.7 461066.2 464567.2
#> 1993 471614.7 480671.3 468443.1 521518.9
#> 1994 512564.8 524549.3 537115.1 535791.8
#> 1995 554904.6 550191.1 543000.6 574407.6
#> 1996 568378.9 584555.6 601940.8 611789.6
#> 1997 620849.5 616436.7 630245.2 606471.6
#> 1998 629644.3 637489.0 647741.2 672230.5
#> 1999 674855.9 696106.3 711147.8 726446.0
#> 2000 737826.0 735409.7 750978.8 764541.4
#> 2001 773175.0 757352.9 775858.3 761338.9
#> 2002 771849.9 774304.4 784530.0 803637.6
#> 2003 813043.7 809390.9 818533.2 827186.2
#> 2004 865185.8 862483.1 874536.8 878224.3
#> 2005 902974.8 913019.6 945874.7 934821.9
#> 2006 957489.5 961460.0 958176.9 1003009.7
#> 2007 976438.1 1003018.3 1012315.8 1014025.9
#> 2008 1023771.3 1003964.1 979149.9 946047.7
#> 2009 915040.2 897219.6 908797.0 917414.2
#> 2010 962864.6 958656.3 982300.7 985643.4
# denton AFD with a preliminary series
denton(s = x, t = Y, mul = FALSE)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1992 438935.0 451607.0 460943.9 464230.2
#> 1993 471229.8 480560.0 468194.8 522263.4
#> 1994 512940.1 524664.3 536900.3 535516.3
#> 1995 554682.3 550150.0 543017.7 574653.9
#> 1996 568418.9 584574.8 601934.3 611737.0
#> 1997 620740.9 616415.4 630109.5 606737.2
#> 1998 629734.3 637549.1 647724.3 672097.3
#> 1999 674707.0 696050.4 711211.0 726587.6
#> 2000 737919.5 735394.4 750930.7 764511.4
#> 2001 773233.9 757270.8 775938.4 761281.9
#> 2002 771827.4 774304.8 784554.0 803635.9
#> 2003 813093.6 809492.5 818519.6 827048.3
#> 2004 865044.9 862423.4 874619.5 878342.2
#> 2005 903110.2 913056.0 945835.4 934689.4
#> 2006 957396.7 961427.9 958236.4 1003075.0
#> 2007 976739.9 1003027.1 1012168.9 1013862.1
#> 2008 1023603.0 1003980.0 979229.1 946120.9
#> 2009 915102.1 897246.0 908766.4 917356.4
#> 2010 962825.6 958634.1 982323.2 985682.2