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Allow missing data in low frequency data - #17
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## main #17 +/- ##
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+ Coverage 85.10% 86.97% +1.87%
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Files 4 4
Lines 396 407 +11
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+ Hits 337 354 +17
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Contributor
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Let me have a look tomorrow!(Fyi: my time zone is Singapore time) |
Contributor
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Just run my test with my low-freq data that has frequency set as "MS", which contains some missing values for those needed to be interpolated. It runs into the following error: |
Owner
Author
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Monthly low-frequency data isn't supported |
Contributor
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Aight I think I didn't make my issue clear enough. For my data, the high-frequency and low frequency data shares the same frequency, but with the low-frequency data contains some missing date at the earlier date. An example of my data: Low-frequency data: I want to use the later date in my low-frequency data to be included with the high-frequency data in the chow-lin model in order to get a better beta for the regression, and backcasting to fill in the gap in the low frequency data. The tempdisagg package can work on this case. Here is the chow-lin interpolated result for the data above: |
Contributor
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Any updates, or do you need any more explanation to the problem? |
Contributor
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Any updates, or do you need any more explanation of the issue? |
Owner
Author
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Hi,
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Contributor
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Thanks for letting me know. I will take a look in the next couple of days on this matter and maybe create a separate pull request for this, considering there are some other higher-priority issues mentioned in this pull request. |
jessegrabowski
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Closes #9
@steveshaoucsb could you install from this branch and let me know if its doing the right thing? You are now allowed to have low-frequency missing values, and I'm testing it's doing the right thing, but I don't know if it matches the R output.