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.
| Version: | 0.1-3 |
| Depends: | R (≥ 2.2.0), stats |
| Suggests: | tseries, pastecs, locfit, tseriesChaos, RTisean, tsDyn, forecast |
| Published: | 2007-11-06 |
| Author: | Mehmet Balcilar |
| Maintainer: | Mehmet Balcilar <mbalcilar at yahoo.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.mbalcilar.net/mFilter, http://www.r-project.org |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | mFilter results |
| Reference manual: | mFilter.pdf |
| Package source: | mFilter_0.1-3.tar.gz |
| Windows binaries: | r-devel: mFilter_0.1-3.zip, r-release: mFilter_0.1-3.zip, r-oldrel: mFilter_0.1-3.zip |
| OS X El Capitan binaries: | r-release: mFilter_0.1-3.tgz |
| OS X Mavericks binaries: | r-oldrel: mFilter_0.1-3.tgz |
| Old sources: | mFilter archive |
| Reverse imports: | GPPFourier |
| Reverse suggests: | BETS |
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