mFilter: Miscellaneous Time Series Filters (original) (raw)
The mFilter package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.
| Version: | 0.1-5 |
|---|---|
| Depends: | R (≥ 2.2.0), stats |
| Suggests: | tseries, pastecs, locfit, tseriesChaos, tsDyn, forecast |
| Published: | 2019-06-04 |
| DOI: | 10.32614/CRAN.package.mFilter |
| Author: | Mehmet Balcilar |
| Maintainer: | Mehmet Balcilar |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.mbalcilar.net |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | mFilter results |
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