Man pages for palatej/rjdfilters
Trend-Cycle Extraction with Linear Filters
| cross_validation | Cross-Validation |
| dfa_filter | Direct Filter Approach |
| diagnostic_matrix | Compute quality criteria for asymmetric filters |
| filter | Linear Filtering on a Time Series |
| filters_operations | Operations on Filters |
| finite_filters | Manipulating Finite Filters |
| fst | FST criteria |
| fst_filter | Estimation of a filter using the... |
| get_kernel | Get the coefficients of a kernel |
| get_moving_average | Get Moving Averages from ARIMA model |
| get_properties_function | Get properties of local polynomials filters |
| henderson | Apply Henderson Linear Filter |
| ic_ratio | Compute IC-Ratio |
| implicit_forecast | Retrieve implicit forecasts corresponding to the asymmetric... |
| impute_last_obs | Impute Incomplete Finite Filters |
| localpolynomials | Apply Local Polynomials Filters |
| lp_filter | Local Polynomials Filters |
| macurves | Get Macurves Filters |
| moving_average | Manipulation of moving averages |
| mse | Accuracy/smoothness/timeliness criteria through spectral... |
| plot_filters | Plots filters properties |
| retailsa | Retail sales data |
| rkhs_filter | Reproducing Kernel Hilbert Space (RKHS) Filters |
| rkhs_kernel | Get RKHS kernel function |
| rkhs_optimal_bw | Optimal Bandwith of Reproducing Kernel Hilbert Space (RKHS)... |
| rkhs_optimization_fun | Optimization Function of Reproducing Kernel Hilbert Space... |
| select_trend_filter | X-11 Selection of Trend Filter |
| simple_ma | Simple Moving Average |
| var_estimator | Variance Estimator |
| x11 | X-11 Decomposition With Custom Trend Filters |
