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Various Time Series Filters, including log-difference, Hamilton's linear projection filter, and Hodrick-Prescott filter.

Vignettes Man pages API and functions Files

Package details
Maintainer
License	GPL-3
Version	1.0.0
Package repository	View on GitHub
Installation	Install the latest version of this package by entering the following in R: `install.packages("remotes") remotes::install_github("saviviro/tsfilters")`

saviviro/tsfilters documentation built on July 16, 2025, 6:16 p.m.

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saviviro/tsfilters: Various Time Series Filters

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