Definition: Temporal disaggregation methods

Category: National accounts

Temporal disaggregation methods were originally devised to give a breakdown of low frequency figures into high frequency figures (for example, annual figures into quarterly figures). They reconstruct the high frequency path of the series giving the possibility of extrapolation. There are different temporal disaggregation methods that require different amounts of basic information. We can distinguish temporal disaggregation methods according to the following groups:

 - smoothing methods;
 - two-steps adjustment methods;
 - time series methods; 
 - optimal methods;
 - dynamic model methods;
 - multivariate methods.