Package: mFilter 0.1-6
mFilter: 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, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.
Authors:
mFilter_0.1-6.tar.gz
mFilter_0.1-6.zip(r-4.5)mFilter_0.1-6.zip(r-4.4)mFilter_0.1-6.zip(r-4.3)
mFilter_0.1-6.tgz(r-4.4-any)mFilter_0.1-6.tgz(r-4.3-any)
mFilter_0.1-6.tar.gz(r-4.5-noble)mFilter_0.1-6.tar.gz(r-4.4-noble)
mFilter_0.1-6.tgz(r-4.4-emscripten)mFilter_0.1-6.tgz(r-4.3-emscripten)
mFilter.pdf |mFilter.html✨
mFilter/json (API)
NEWS
# Install 'mFilter' in R: |
install.packages('mFilter', repos = c('https://mbalcilar.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mbalcilar/mfilter/issues
- unemp - US Quarterly Unemployment Series
baxter-king-filterbutterworth-filterchristiano-fitzgerald-filterfiltershodrick-prescott-filtermacroeconomicstime-seriestrigonometric-regression-filter
Last updated 2 years agofrom:9dc5dc7aff. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 10 2024 |
R-4.5-win | OK | Oct 10 2024 |
R-4.5-linux | OK | Oct 10 2024 |
R-4.4-win | OK | Oct 10 2024 |
R-4.4-mac | OK | Oct 10 2024 |
R-4.3-win | OK | Oct 10 2024 |
R-4.3-mac | OK | Oct 10 2024 |
Exports:bkfilterbwfiltercffilterfitted.mFilterhpfiltermFilterplot.mFilterprint.mFilterresiduals.mFiltersummary.mFiltertrfilter
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Getting started with the mFilter package | mFilter-package |
Baxter-King filter of a time series | bkfilter |
Butterworth filter of a time series | bwfilter |
Christiano-Fitzgerald filter of a time series | cffilter |
Hodrick-Prescott filter of a time series | hpfilter |
Decomposition of a time series into trend and cyclical components using various filters | mFilter mFilter.default mFilter.ts |
Methods for mFilter objects | fitted.mFilter mFilter-methods plot.mFilter print.mFilter residuals.mFilter summary.mFilter |
Trigonometric regression filter of a time series | trfilter |
US Quarterly Unemployment Series | unemp |