Temporal disaggregation

[deleted_user]

Is there any library or programming code in SAS to work with temporal disaggregation? For exmaple Chow-Lin, Litterman or Fernandez procedures.

[udo_sas]

Currently SAS does not provide access to so-called "temporal benchmarking" procedures. We are planning to add such functionality in a future release of SAS.
Regards,
Udo

[jays388]

When?

[rselukar]

PROC SSM in SAS/ETS provides a model-based temporal dis-aggregation (and aggregation)  capability.  A doc example 16, https://go.documentation.sas.com/?docsetId=etsug&docsetVersion=15.1&docsetTarget=etsug_ssm_examples1... , has an illustration.  See if this helps you.

[rselukar]

Hello jays388,

Many people appear to be interested in this post.  If you have a particular temporal disaggregation problem please share it with me (privately if you prefer), I will try to provide an SSM based solution.

Rajesh