The 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.
|Depends:||R (≥ 2.2.0), stats|
|Suggests:||tseries, pastecs, locfit, tseriesChaos, RTisean, tsDyn, forecast|
|Maintainer:||Mehmet Balcilar <mbalcilar at yahoo.com>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|CRAN checks:||mFilter results|
|Windows binaries:||r-devel: mFilter_0.1-3.zip, r-release: mFilter_0.1-3.zip, r-oldrel: mFilter_0.1-3.zip|
|OS X El Capitan binaries:||r-release: mFilter_0.1-3.tgz|
|OS X Mavericks binaries:||r-oldrel: mFilter_0.1-3.tgz|
|Old sources:||mFilter archive|
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