mFilter (0.1-3)

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Miscellaneous time series filters.

http://www.mbalcilar.net/mFilter
http://www.r-project.org
http://cran.r-project.org/web/packages/mFilter

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.

Maintainer: Mehmet Balcilar
Author(s): Mehmet Balcilar <mbalcilar@yahoo.com>

License: GPL version 2 or newer

Uses: RTisean, locfit, pastecs, tsDyn, tseriesChaos, tseries
Reverse suggests: BETS

Released over 9 years ago.


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