nbbrd / jdemetra-benchmarking

Benchmarking extension for JDemetra+
https://github.com/jdemetra
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jdemetra-plugin

Benchmarking extension for JDemetra+

This module provides some experimental methods for temporal disaggregation and multi-variate benchmarking:
Chow-Lin, Fernandez, Litterman, Cholette, Calendarization...

It has been originally designed for internal use at the NBB.