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

Paket: 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.

r-cran-mfilter ile İlgili Diğer Paketler

  • bağımlılıklar
  • tavsiye edilen
  • önerilen
  • 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

r-cran-mfilter indir

Tüm mevcut mimariler için indir
Mimari Paket Boyutu Kurulu Boyut Dosyalar
all 217,6 kB328 kB [dosya listesi]