mFilter: Miscellaneous Time Series Filters

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: 0.1-4
Depends: R (≥ 2.2.0), stats
Suggests: tseries, pastecs, locfit, tseriesChaos, tsDyn, forecast
Published: 2018-09-23
Author: Mehmet Balcilar
Maintainer: Mehmet Balcilar <mehmet at mbalcilar.net>
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

Downloads:

Reference manual: mFilter.pdf
Package source: mFilter_0.1-4.tar.gz
Windows binaries: r-devel: mFilter_0.1-4.zip, r-release: mFilter_0.1-4.zip, r-oldrel: mFilter_0.1-4.zip
OS X binaries: r-release: mFilter_0.1-4.tgz, r-oldrel: mFilter_0.1-4.tgz
Old sources: mFilter archive

Reverse dependencies:

Reverse suggests: BETS

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