Package: mFilter 0.1-8

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:Mehmet Balcilar [aut, cre]

mFilter_0.1-8.tar.gz
mFilter_0.1-8.zip(r-4.7-any)mFilter_0.1-8.zip(r-4.6-any)mFilter_0.1-8.zip(r-4.5-any)
mFilter_0.1-8.tgz(r-4.6-any)mFilter_0.1-8.tgz(r-4.5-any)
mFilter_0.1-8.tar.gz(r-4.7-any)mFilter_0.1-8.tar.gz(r-4.6-any)
mFilter_0.1-8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mFilter/json (API)

# 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

Datasets:
  • unemp - US Quarterly Unemployment Series

On CRAN:

Conda:

baxter-king-filterbutterworth-filterchristiano-fitzgerald-filterfiltershodrick-prescott-filtermacroeconomicstime-seriestrigonometric-regression-filter

6.96 score 6 stars 1 packages 1.3k scripts 3.8k downloads 2 mentions 12 exports 0 dependencies

Last updated from:d2670e664f. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK125
source / vignettesOK222
linux-releaseOK126
macos-releaseOK124
macos-oldrelOK130
windows-develOK70
windows-releaseOK70
windows-oldrelOK69
wasm-releaseOK98

Exports:bkfilterbnfilterbwfiltercffilterfitted.mFilterhpfiltermFilterplot.mFilterprint.mFilterresiduals.mFiltersummary.mFiltertrfilter

Dependencies: