mFilter: 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.

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

Downloads:

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 dependencies:

Reverse suggests:

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