mFilter

cranv0.1-5

Miscellaneous Time Series Filters. The mFilter 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,

License GPL (>= 2)0 versions1 maintainers1 deps1,011 weekly dl
https://CRAN.R-project.org/package=mFilter
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0/25
maintenance
6/20
popularity
25/25
security
12/15
maturity
2/15
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First published · 2019-06-04 23:02:23

Last updated · 2019-06-04T21:20:12+00:00