The mFilter 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.
|Author||Mehmet Balcilar <firstname.lastname@example.org>|
|Maintainer||Mehmet Balcilar <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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