- 主页 [cran.r-project.org]
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.
其他与 r-cran-mfilter 有关的软件包
- dep: r-base-core (>= 184.108.40.20690628-1)
- GNU R core of statistical computation and graphics system