saviviro/tsfilters
Various Time Series Filters

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saviviro/tsfilters: Various Time Series Filters
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Various Time Series Filters

format_valuefFunction factory for value formatting
get_new_startGet the new starting time of series that is forwarded some...
hfilterFilter proposed by Hamilton (2018, doi:10.1162/rest_a_00706)...
hpfilterHodrick-Prescott filter
INDPROU.S. industrial production index: INDPRO
logdiffTake logarithm and then first differences of a time series.
saviviro/tsfilters documentation built on July 16, 2025, 6:16 p.m.

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