function y = inter_xls(Y,x,ta,s,type,ip,d,flax1,flax2,file_name); % PURPOSE: Interface via Excel Link for univariate temporal disaggregation % ----------------------------------------------------------------------- % SYNTAX: y = inter_xls(Y,x,ta,s,type,ip,d,flax1,flax2,file_name); % ----------------------------------------------------------------------- % INPUT % SELECTION OF THE METHOD % % Common parameters: % ta: type of disaggregation % ta=1 ---> sum (flow) % ta=2 ---> average (index) % ta=3 ---> last element (stock) ---> interpolation % ta=4 ---> first element (stock) ---> interpolation % s: number of high frequency data points for each low frequency data point % s= 4 ---> annual to quarterly % s=12 ---> annual to monthly % s= 3 ---> quarterly to monthly % % Specific parameters: % % ==> Boot-Feibes-Lisman, Denton: % d: objective function to be minimized: volatility of ... % d=0 ---> levels % d=1 ---> first differences % d=2 ---> second differences % % ==> Chow-Lin, Litterman, Santos-Cardoso: % type: estimation method: % type=0 ---> weighted least squares % type=1 ---> maximum likelihood % ==> Chow-Lin, Litterman, Santos-Cardoso when innovational parameter is supplied: % ip, such as -1 < ip < 1 % % INPUT DATA: % % Common: % Y: Nx1 --> Low-frequency time series (to be temporally disaggregated) % Specific: % x: nx1 --> Denton, n=s*N (extrapolation is not feasible) % x: nxp --> Fernandez, Chow-Lin, Litterman, Santos-Cardoso % p >= 1, n >= s*N (extrapolation is feasible) % % ----------------------------------------------------------------------- % OUTPUT: y: nxi % % i=1 brief --> only temporally disaggregated series (all procedures) % i=5 normal --> temporally disaggregated series, standard errors of estimates, % one-sigma upper and lower limits and residuals. % Available for Fernandez, Chow-Lin, Litterman, Santos-Cardoso % i=5 detailed --> normal + ASCII file with model results (all % procedures). A name for the output file should be supplied. % % ----------------------------------------------------------------------- % LIBRARY: bfl, denton_uni, fernandez, chowlin, litterman, ssc, % chowlin_fix, litterman_fix, ssc_fix, td_uni_print, td_print % written by: % Ana Abad & Enrique M. Quilis % Instituto Nacional de Estadistica % Paseo de la Castellana, 183 % 28046 - Madrid (SPAIN) % ----------------------------------------------------------------------- % SELECTION OF THE METHOD switch flax1 case 1 % Boot-Feibes-Lisman res=bfl(Y,ta,d,s); case 2 % Denton res=denton_uni(Y,x,ta,d,s); case 3 % Fernandez res=fernandez(Y,x,ta,s); case 4 % Chow-Lin res=chowlin(Y,x,ta,s,type); case 5 % Litterman res=litterman(Y,x,ta,s,type); case 6 % Santos-Cardoso res=ssc(Y,x,ta,s,type); case 7 % Chow-Lin, fixed innovational parameter (ip) res=chowlin_fix(Y,x,ta,s,type,ip); case 8 % Litterman, fixed innovational parameter (ip) res=litterman_fix(Y,x,ta,s,type,ip); case 9 % Santos-Cardoso, fixed innovational parameter (ip) res=ssc_fix(Y,x,ta,s,type,ip); end % ----------------------------------------------------------------------- % SELECTION OF OUTPUT switch flax2 case 1 % Brief output y = res.y; case 2 % Normal output switch res.meth case {'Boot-Feibes-Lisman'} y = [res.y zeros(res.s*res.N,4)]; case {'Denton'} y = [res.y zeros(res.s*res.N,3) res.u]; case {'Fernandez','Chow-Lin','Litterman','Santos Silva-Cardoso'} y = [res.y res.y_dt res.y_lo res.y_up res.u]; end case 3 % Detailed output switch res.meth case {'Boot-Feibes-Lisman'} y = [res.y zeros(res.s*res.N,4)]; tduni_print(res,file_name); case {'Denton'} y = [res.y zeros(res.s*res.N,3) res.u]; tduni_print(res,file_name); case {'Fernandez','Chow-Lin','Litterman','Santos Silva-Cardoso'} y = [res.y res.y_dt res.y_lo res.y_up res.u]; td_print(res,file_name,0); end end