r-cran-mfilter

GNU R package providing miscellaneous time series filters

Description

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.

Upload more screenshots

Please help extend the collection of screenshots. Just make a screenshot and upload it here. You don't need to register or anything.

Upload a screenshot

Hint: upload an image here from your clipboard with Ctrl-V


Homepage

https://cran.r-project.org/package=mFilter


Install this software package

If the package is available for the distribution you are currently using on your computer then install the software by clicking on…

Install r-cran-mfilter

Cookies help us deliver our services. By using our services, you agree to our use of cookies. Learn more