Miscellaneous Time Series Filters

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Documentation for package ‘mFilter’ version 0.1-5

Help Pages

mFilter-package Getting started with the mFilter package
bkfilter Baxter-King filter of a time series
bwfilter Butterworth filter of a time series
cffilter Christiano-Fitzgerald filter of a time series
fitted.mFilter Methods for mFilter objects
hpfilter Hodrick-Prescott filter of a time series
mFilter Decomposition of a time series into trend and cyclical components using various filters
mFilter-methods Methods for mFilter objects
mFilter.default Decomposition of a time series into trend and cyclical components using various filters
mFilter.ts Decomposition of a time series into trend and cyclical components using various filters
plot.mFilter Methods for mFilter objects
print.mFilter Methods for mFilter objects
residuals.mFilter Methods for mFilter objects
summary.mFilter Methods for mFilter objects
trfilter Trigonometric regression filter of a time series
unemp US Quarterly Unemployment Series