Пакет: r-cran-mfilter (0.1.5-2)

[ Источник: r-cran-mfilter  ]

GNU R package providing 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.

Другие пакеты, относящиеся к r-cran-mfilter

• dep: r-api-4.0

  виртуальный пакет, предоставляемый r-base-core

• dep: r-base-core (>= 4.0.0-3)

  GNU R core of statistical computation and graphics system

• sug: r-cran-forecast

  GNU R forecasting functions for time series and linear models

• sug: r-cran-locfit

  GNU R local regression, likelihood and density estimation

• sug: r-cran-tseries

  GNU R package for time-series analysis and comp. finance

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