function delta=aggreg_test(Y,y,ta,s,lim); % PURPOSE: Test of temporal aggregation % ----------------------------------------------------------------------- % SYNTAX: delta=aggreg_tes(Y,y,ta,s,lim); % ----------------------------------------------------------------------- % OUTPUT: Low frequency discrepancies (as percentage) % ----------------------------------------------------------------------- % INPUT: Y: Nx1 ---> vector of low frequency data % y: nx1 ---> vector of high frequency data temporally disaggregated % ta: type of disaggregation % ta=1 ---> sum (flow) % ta=2 ---> average (index) % ta=3 ---> last element (stock) ---> interpolation % s: number of high frequency data points for each low frequency data points % s= 4 ---> annual to quarterly % s=12 ---> annual to monthly % s= 3 ---> quarterly to monthly % lim: threshold to trigger warning (in percentage) % ----------------------------------------------------------------------- % LIBRARY: aggreg % ----------------------------------------------------------------------- % written by: % Enrique M. Quilis % Instituto Nacional de Estadistica % Paseo de la Castellana, 183 % 28046 - Madrid (SPAIN) [N,M] = size(Y); % ----------------------------------------------------------------------- % Generation of aggregation matrix C C = aggreg(ta,N,s); Yy = C*y; delta = 100*((Y-Yy)./Y); if (max(abs(delta)) > lim) disp (' *** NON ADMISSIBLE DISCREPANCY *** '); end