function y = minter_xls(Y,x,z,ta,s,f,type,d,flax1,flax2); % PURPOSE: Interface via Excel Link for multivariate temporal disaggregation % ----------------------------------------------------------------------- % SYNTAX: y = minter_xls(Y,x,z,ta,s,f,type,d,flax1,flax2); % ----------------------------------------------------------------------- % 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: % % ==> Rossi: % type: preliminary univariate disaggregation % = 1 ---> Fernandez % = 2 ---> Chow-Lin % = 3 ---> Litterman % % ==> Denton: % d: objective function to be minimized: volatility of ... % d=0 ---> levels % d=1 ---> first differences % d=2 ---> second differences % % ==> di Fonzo: % type: model for the innovations % = 0 ---> white noise % = 1 ---> random walk % % INPUT DATA: % Y : NxM % x : nxMM % z : nxnz % % % ----------------------------------------------------------------------- % OUTPUT: y: nxi % i=M brief --> only temporally disaggregated series (all procedures) % i=2M detailed --> temporally disaggregated series + standard errors of estimates % Available for Di Fonzo. % ----------------------------------------------------------------------- % LIBRARY: rossi, denton, difonzo % 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 % Rossi res = rossi(Y,x,z,ta,s,type); case 2 % Denton res = denton(Y,x,z,ta,s,d); case 3 % di Fonzo res = difonzo(Y,x,z,ta,s,type,f); end % ----------------------------------------------------------------------- % SELECTION OF OUTPUT switch flax2 case 0 % Brief output y = res.y; case 1 % Normal output switch res.meth case {'Multivariate Denton','Multivariate Rossi'} y = res.y; case {'Multivariate di Fonzo'} y = [res.y res.d_y]; end end