- r-base-core (>= 3.5.1-1)
- r-api-3.5
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.
Installed Size: 331.8 kB
Architectures: all