Dear useRs,
Please find the new package mFilter version 0.1-2 on CRAN.
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.
Cheers,
--
Mehmet Balcilar, PhD
Associate Professor of Econometrics
Cukurova University
College of Economics & Administrative Sciences
Department of Econometrics
Balcali, Adana 01330
Turkey
Tel: +90 (322) 338-7255 (6 lines) Ext. 170
Mobile: +90 532 396-0145
Fax: +90 (322) 338-7283
+90 (322) 338-7284
e-mail: [EMAIL PROTECTED]
[EMAIL PROTECTED]
[EMAIL PROTECTED]
Homepage: http://www.mbalcilar.net
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