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:Mehmet Balcilar <[email protected]>

mFilter_0.1-6.tar.gz
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mFilter_0.1-6.tgz(r-4.4-any)mFilter_0.1-6.tgz(r-4.3-any)
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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'))

Peer review:

Bug tracker:https://github.com/mbalcilar/mfilter/issues

Datasets:
  • unemp - US Quarterly Unemployment Series

On CRAN:

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

7.01 score 6 stars 2 packages 800 scripts 3.5k downloads 2 mentions 11 exports 0 dependencies

Last updated 2 years agofrom:9dc5dc7aff. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 10 2024
R-4.5-winOKOct 10 2024
R-4.5-linuxOKOct 10 2024
R-4.4-winOKOct 10 2024
R-4.4-macOKOct 10 2024
R-4.3-winOKOct 10 2024
R-4.3-macOKOct 10 2024

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

Dependencies: