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Paket: r-cran-mfilter (0.1.5-2build1)

GNU R package providing miscellaneous time series filters

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.

Andere Pakete mit Bezug zu r-cran-mfilter

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  • dep: r-api-4.0
    virtuelles Paket, bereitgestellt durch r-base-core
  • dep: r-base-core (>= 4.0.0.20200528-1)
    GNU R core of statistical computation and graphics system
  • sug: r-cran-forecast
    GNU R forecasting functions for time series and linear models
  • sug: r-cran-locfit
    GNU R local regression, likelihood and density estimation
  • sug: r-cran-tseries
    GNU R package for time-series analysis and comp. finance

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