How can I use the `td` command from the `tempdisagg` package to disaggregate monthly data into daily data frequency?

[erickwy]

I have a monthly frequency data which I am trying to disaggregate into a daily frequency data. So I use the td command from the tempdisagg package in R using the code below:

 dat=ts(data[,2])
 result=td(dat~1, conversion = "average", to = "day", method = "chow-lin-maxlog")

Then I get the following error message:

 Error in td(dat ~ 1, conversion = "average", to = "day", method = "chow-lin-maxlog") : 'to' argument: unknown character string

The data I use for dat is as follows:

 > dput(head(dat))
 c(82.47703009, 84.63094431, 70.00659987, 78.81135651, 74.749746,82.95638213)

So although this data dat is in monthly frequency, the start and end do not reflect this yet. In fact, the start date is 1/1997 and end date is 9/2019.

May I get help on disaggregating this monthly data dat into daily frequency data please?

[christophsax]

Do you use the CRAN version or the dev version? Daily disaggregation is only possible on dev, but a CRAN update is planned in the next few days.

[erickwy]

I use your package following this URL: http://journal.r-project.org/archive/2013-2/sax-steiner.pdf

[erickwy]

It is Repository CRAN Date/Publication 2016-07-10 11:00:16

[erickwy]

May I kindly ask how I can access the dev version? Also, how shall I know when CRAN version comes out please?

[christophsax]

Disaggregation to daily is only possible with the development version. For how to install, see the README.

The last example in ?td converts annual data to daily. Check that out.

[erickwy]

Thank you. Looking forward to seeing the CRAN version as well.

[christophsax]

It's now on CRAN. Blogged here on daily disaggregation:

https://www.cynkra.com/2020/02/09/tempdisagg/index.html