Skip to content
Sections
>> Trisquel >> Packages >> nabia >> gnu-r >> r-cran-mfilter
etiona  ] [  nabia  ] [  aramo  ]
[ Source: r-cran-mfilter  ]

Package: r-cran-mfilter (0.1.5-1)

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.

Other Packages Related to r-cran-mfilter

  • depends
  • recommends
  • suggests
  • sug: r-cran-forecast
    GNU R forecasting functions for time series and linear models
  • sug: r-cran-tseries
    GNU R package for time-series analysis and comp. finance

Download r-cran-mfilter

Download for all available architectures
Architecture Package Size Installed Size Files
all 217.6 kB328 kB [list of files]