This page offers some example scripts illustrating use of the tdisagg() function in gretl.
example1.inp: traditional Chow-Lin, data from St Louis FED.
example2.inp: several methods, data from St Louis FED.
example3.inp: modified Denton method, data from the Eurozone Area Wide Model.
example4.inp: Chow-Lin with different deterministics, Russian data from DBnomics.
example5.inp: extrapolation on artificial data.
example6.inp: comparison with the tempdisagg package for R, using the swisspharma dataset.
example7.inp: As example 1, but with Maximum Likelihood Chow-Lin and a further comparison with tempdisagg.
example8.inp: Fernández method with usage of a MIDAS list for the X matrix.