# Questions tagged [disaggregation]

Increasing the resolution of data, going from "lumpy" data to data on a finer scale. Especially used for time or spatial disaggregation, for example going from yearly to monthly data.

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### How do you choose a unit of analysis (level of aggregation) in a time series?

If you can measure a time series of observations at any level of precision in time, and your goal of the study is to identify a relationship between X and Y, is there any empirical justification for ...
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### Is there a name for applying estimation at a lower level of aggregation, and is it necessarily problematic?

Suppose you estimate a model using firm-level or state-level data and then apply the estimates at a lower level of aggregation, say at factory-level$^*$ or county-level. If it makes things easier, ...
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### Forecasting high frequency variable with low frequency predictor

Newbie here to forecasting and I have a very basic question. I have 2 distinct time-series data. Time Series A is Weekly (High frequency) Time Series B is Monthly (Low frequency) I need to forecast ...
1k views

### Regression model with aggregated targets

Similar as in this self-answered question, I want to ask about possible approaches for modelling data with aggregated targets, i.e. things like $$\bar y_{j[i]} = \alpha + \beta x_i + \varepsilon_i$$...
104 views

### Disaggregation of spatial autocorrelation parameter

I have data aggregated at state level. When I estimate a spatial autoregressive model such as $$y = \rho W y + X\beta + \epsilon$$ on this data, I see that the autoregressive parameter $\rho$ is ...
489 views

### temporal disaggregation time series using regression

I originally posted this question on stackoverflow and was recommended to post here instead. I am trying to derive high frequency data from low frequency data. I also have a number of other related ...
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### Should I use aggregate or disaggregate data?

I have this dataset of flows: ...
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### How to reconstruct moments from aggregated data?

Let $X_{1\ldots n}$ be a stochastic variable that is log-normal distributed, with parameters $\mu$ and $\sigma$. Now suppose all $X_i$ are aggregated into $Y_{1\ldots m}$ where $Y_1$ is the mean of ...
32 views

### Knowing the level of aggregate processes, how to get the levels of constituents?

I have a bunch of component processes $y_{it}$, where $i=1..n$. I can build reasonable time series models $y_{it}=f_i(y_{i,s<t},X_t)$, where $X_t$ - exogenous variables. These could be ARIMAX ...
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### multivariate temporal disaggregation

I am trying to disaggregate quarterly data to monthly (currently without indicator series). I have tried denton, chow-lin, etc in the tempdisagg r package with no luck so far, mostly due to lack of ...
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### Model that form relation between high frequency input and output variables, but observations are available at mixed frequency

I want to explore some forecasting models that form relation with daily output data and daily input data , but learns through monthly output data and daily input data. That means, output observations ...
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### Temporal disaggregation: How to identify suitable indicator series?

I'm working on temporal disaggregation of economic time series (expecting to use the R package tempdisagg) and would like to use indicator series, but I have not been able to find out how to identify ...
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### Issues when using independent variables from two levels for prediction on single level

This is my first question here and I want to make sure I am giving as much relevant background as possible, so please bear with me! I am analysing the factors influencing commute mode choice in ...