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 |
| URL: | http://www.mbalcilar.net/mFilter, http://www.r-project.org |
Downloads:
| Package source: | mFilter_0.1-2.tar.gz |
| Windows binary: | mFilter_0.1-1.zip |
| Reference manual: | mFilter.pdf |
