Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>, this is a solution for extracting cycles from time series, like business cycles etc. when filtering. This method is valid for both stationary and non-stationary time series.
Version: | 0.1.2 |
Imports: | stats |
Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2024-10-04 |
DOI: | 10.32614/CRAN.package.corbouli |
Author: | Christos Adam [aut, cre] |
Maintainer: | Christos Adam <econp266 at econ.soc.uoc.gr> |
BugReports: | https://github.com/cadam00/corbouli/issues |
License: | GPL-3 |
URL: | https://github.com/cadam00/corbouli, https://cadam00.github.io/corbouli/ |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | corbouli results |
Reference manual: | corbouli.pdf |
Vignettes: |
Introduction to corbouli (source, R code) |
Package source: | corbouli_0.1.2.tar.gz |
Windows binaries: | r-devel: corbouli_0.1.1.zip, r-release: corbouli_0.1.2.zip, r-oldrel: corbouli_0.1.2.zip |
macOS binaries: | r-release (arm64): corbouli_0.1.2.tgz, r-oldrel (arm64): corbouli_0.1.2.tgz, r-release (x86_64): corbouli_0.1.2.tgz, r-oldrel (x86_64): corbouli_0.1.2.tgz |
Old sources: | corbouli archive |
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