corbouli
Corbae-Ouliaris Frequency Domain Filtering
Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>, this is a solution for extracting cycles from time series, like business cycles etc. when filtering. This method is valid for both stationary and non-stationary time series.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.5 |
2026-04-09 windows/windows R-4.5 | corbouli_0.1.5.zip |
311.9 KiB |