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|
|License:||GPL version 2 or newer|