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[ 源代码: r-cran-mfilter  ]

软件包:r-cran-mfilter(0.1.5-1)

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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.

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