% PURPOSE: demo of guerrero()%          Temporal disaggregation with indicators.
%          Guerrero ARIMA-based method%---------------------------------------------------% USAGE: guerrero_d
%---------------------------------------------------

clear all; clc; close all;

% ------------------------------------------------------------
% LOW FREQUENCY DATA
% Mexico. Real Gross Domestic Prices (GDP)
% Sample: 1983-1987
% Unit: Millions of Pesos at the 1980 value
% Source: Guerrero, V. (1990) "Temporal disaggregation of time
% series: an ARIMA-based approach", International Statistical
% Review, vol. 58, p. 44-45.

Y=[ 4628937    4796050    4919905    4725277    4792936 ];% ------------------------------------------------------------
% HIGH FREQUENCY DATA
% Mexico. Index of Volume of Industrial Production (IVIP)
% Sample: 1983.01-1987.12
% Unit: Index 1980=100
% Source: Guerrero, V. (1990) "Temporal disaggregation of time
% series: an ARIMA-based approach", International Statistical
% Review, vol. 58, p. 44-45.

x=[ 97.99293.73199.78899.30497.98594.68294.19695.82191.80096.03095.96695.08898.273101.175106.18297.956103.094102.468102.639102.635100.906105.465104.152102.896107.367106.784112.865107.493109.264106.387108.623106.619104.466109.970107.403105.975106.016106.163104.836110.173108.094101.333100.73599.13095.123100.34599.28799.771100.12599.382108.456104.377108.642106.483105.441106.918107.337110.721111.617112.003 ];    % ---------------------------------------------
% Inputs for td library

% Type of aggregation
ta=1;   
% Frequency conversion 
s=12;    

% Model for  w: (0,1,1)(1,0,1)
rexw.ar_reg = [1];
rexw.d  = 1;
rexw.ma_reg = [1 -0.40];

rexw.ar_sea = [1 0 0 0 0 0 0 0 0 0 0 0 -0.85];
rexw.bd = 0;
rexw.ma_sea = [1 0 0 0 0 0 0 0 0 0 0 0 -0.79];
rexw.sigma = 4968.716^2;

% Model for the discrepancy: (1,2,0)(1,0,0)% See: Martinez and Guerrero, 1995, Test, 4(2), 359-76.

rexd.ar_reg = [1 -0.43]; 
rexd.d  = 2;
rexd.ma_reg = [1];

rexd.ar_sea = [1 0 0 0 0 0 0 0 0 0 0 0 0.62]; 
rexd.bd = 0;
rexd.ma_sea = [1];
rexd.sigma = 76.95^2;

% Calling the function: output is loaded in a structure called res
res=guerrero(Y,x,ta,s,rexw,rexd);

% Calling printing function% Name of ASCII file for outputfile_sal='guerrero.sal';   output=0; % Do not include series% Note: if the Econometric Toolbox is not available, change the% next line by the followig (output related to ARIMA models is% missed):% td_print(res,file_sal,output);  
td_print_G(res,file_sal,output);
edit guerrero.sal;
% Calling graph function
%td_plot(res);