% PURPOSE: Demo of denton() % Temporal disaggregation with indicators. % Multivariate model with transversal constraint % Denton method %--------------------------------------------------- % USAGE: denton_d %--------------------------------------------------- close all; clear all; clc; % Low-frequency data: simulated series Y=[ 3450.43125 5274.37125 3386.18575 5250.31725 3306.98600 5320.25325 3187.48200 5299.46400 3050.46300 5287.22150 2884.09975 5381.92000 2816.75575 5365.06800 2746.28750 5373.62875 2653.04575 5451.18825 2697.38225 5780.78625 2763.58125 6027.86450 2804.39075 6261.22400 2897.97500 6628.52500 2978.10000 6894.80000 2890.12500 7100.72500 2804.17500 7113.05000 2539.82500 7011.37500 2473.75250 7046.74500 2486.05750 7315.17750 2500.37500 7643.81750 2580.30000 7874.17500 2707.97500 8129.25000 2783.97500 8554.97500 ]; % High-frequency indicators: simulated series x=[ 1186.574 1504.082 1238.540 1495.235 1274.279 1483.496 1252.096 1475.704 1204.855 1483.244 1194.790 1486.441 1195.407 1470.882 1170.759 1483.880 1125.983 1506.143 1151.863 1525.515 1135.534 1561.004 1099.589 1545.068 1061.899 1534.002 1075.763 1549.683 1055.326 1563.368 1009.934 1545.267 965.876 1550.251 963.514 1542.591 978.405 1568.043 973.989 1554.034 942.769 1566.402 956.839 1572.432 948.623 1561.920 918.327 1555.480 871.086 1546.179 922.435 1539.797 923.565 1553.848 875.399 1554.311 834.114 1565.907 841.714 1571.492 844.282 1583.151 802.175 1557.854 761.507 1545.508 786.154 1560.506 805.256 1563.104 808.460 1604.998 787.533 1602.308 828.387 1630.473 881.757 1630.790 898.979 1647.016 900.281 1674.479 915.501 1678.322 945.340 1698.999 967.970 1689.902 952.349 1694.108 991.100 1689.400 1057.000 1673.600 1082.100 1663.600 1087.200 1671.700 1099.000 1687.700 1172.800 1686.900 1176.500 1673.700 1174.100 1673.300 1214.600 1689.700 1245.100 1686.800 1247.900 1689.600 1258.800 1703.000 1275.800 1725.600 1290.800 1749.300 1268.500 1738.000 1209.500 1791.800 1215.900 1768.500 1195.400 1765.000 1164.400 1735.242 1124.000 1710.300 1100.600 1705.700 1088.800 1699.800 1040.500 1698.700 1003.400 1677.900 1062.980 1670.470 1078.170 1695.710 1090.180 1684.300 1119.260 1704.470 1139.140 1699.300 1139.380 1715.960 1140.380 1750.880 1116.430 1738.950 1154.180 1738.420 1203.210 1763.550 1228.100 1760.100 1219.000 1762.800 1254.100 1751.700 1255.100 1736.100 1242.700 1734.900 1240.100 1749.100 1295.900 1768.100 1330.400 1785.700 1361.900 1760.500 1376.700 1749.800 1437.800 1745.300 1501.400 1722.100 1538.800 1701.500 ]; % High-frequency constraint: simulated series z=[ 8735.5601 8716.5374 8713.7042 8733.4082 8685.4462 8627.3769 8634.5785 8598.6104 8620.8358 8585.2433 8657.9851 8644.8928 8545.9077 8493.3290 8471.3847 8437.1626 8362.6750 8301.3507 8365.3662 8321.3461 8277.1785 8242.7517 8288.9047 8255.2441 8133.3897 8165.2629 8226.6295 8202.0129 8147.5304 8115.5680 8163.6510 8052.9156 8028.6765 8028.0261 8140.9328 8219.3006 8287.8952 8422.4330 8569.1627 8633.1832 8656.3902 8708.7781 8884.2926 8916.3220 8956.0055 8968.3155 9135.2169 9202.9211 9275.8740 9457.8120 9691.8565 9680.4575 9751.2236 9840.1127 9962.5084 9937.7553 9938.9183 9983.8893 10061.9404 9978.6520 9935.1234 9967.1174 9982.7378 9783.9214 9584.8233 9563.7539 9580.4399 9475.7829 9423.6575 9526.9037 9585.1713 9546.2574 9654.4768 9782.8405 9877.9514 9889.6713 9953.2639 10115.1846 10242.7806 10265.5409 10327.6454 10423.2176 10516.5314 10550.5056 10694.6629 10798.2785 10926.7326 10929.2260 11076.9947 11303.6532 11449.5972 11525.5549 ]; % --------------------------------------------- % Inputs for td library % Type of aggregation ta=2; % Minimizing the volatility of d-differenced series d=1; % Frequency conversion s=4; % Name of ASCII file for output file_sal='td.sal'; % Calling the function: output is loaded in a structure called res res=denton(Y,x,z,ta,s,d); % Calling printing function mtd_print(res,file_sal); edit td.sal; % Calling graph function mtd_plot(res,z);