mFilter: Miscellaneous time series filters

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.

Version: 0.1-2
Depends: R (>= 2.2.0), stats
Suggests: tseries, pastecs, locfit, tseriesChaos, RTisean, tsDyn, forecast
Date: 2006-11-10
Author: Mehmet Balcilar
Maintainer: Mehmet Balcilar
License: GPL version 2 or newer


Package source: mFilter_0.1-2.tar.gz
Windows binary:
Reference manual: mFilter.pdf


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