trendseries: Extract Trends from Time Series

Provides a unified interface to extract trends, cycles, and seasonal components from monthly and quarterly time series using established filters and smoothers from econometrics and signal extraction, with frequency-aware defaults for common economic frequencies. Rolling and year-to-date aggregations are also available, including the compounded accumulation of rates of change.

Package details

AuthorVinicius Oike [aut, cre, cph] (ORCID: <https://orcid.org/0009-0005-8015-9189>)
MaintainerVinicius Oike <viniciusoike@gmail.com>
LicenseMIT + file LICENSE
Version1.7.0
URL https://github.com/viniciusoike/trendseries  https://viniciusoike.github.io/trendseries/ 
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("trendseries")

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trendseries documentation built on Oct. 1, 2026, 5:10 p.m.