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.
|Author||Mehmet Balcilar <firstname.lastname@example.org>|
|Date of publication||2007-11-06 10:00:46|
|Maintainer||Mehmet Balcilar <email@example.com>|
|License||GPL (>= 2)|
bkfilter: Baxter-King filter of a time series
bwfilter: Butterworth filter of a time series
cffilter: Christiano-Fitzgerald filter of a time series
hpfilter: Hodrick-Prescott filter of a time series
mFilter: Decomposition of a time series into trend and cyclical...
mFilter-methods: Methods for mFilter objects
mFilter-package: Getting started with the mFilter package
trfilter: Trigonometric regression filter of a time series
unemp: US Quarterly Unemployment Series