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-4.7)mFilter_0.1-6.zip(r-4.6)mFilter_0.1-6.zip(r-4.5)
mFilter_0.1-6.tgz(r-4.6-any)mFilter_0.1-6.tgz(r-4.5-any)
mFilter_0.1-6.tar.gz(r-4.7-any)mFilter_0.1-6.tar.gz(r-4.6-any)
mFilter_0.1-6.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
- unemp - US Quarterly Unemployment Series
baxter-king-filterbutterworth-filterchristiano-fitzgerald-filterfiltershodrick-prescott-filtermacroeconomicstime-seriestrigonometric-regression-filter
Last updated from:9dc5dc7aff. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 114 | ||
| source / vignettes | OK | 164 | ||
| linux-release-x86_64 | OK | 117 | ||
| macos-release-arm64 | OK | 170 | ||
| macos-oldrel-arm64 | OK | 215 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 73 | ||
| windows-oldrel | OK | 132 | ||
| wasm-release | OK | 93 |
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 |
