mFilter
Miscellaneous Time Series Filters
The mFilter 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1-5 |
rolling linux/jammy R-4.5 | mFilter_0.1-5.tar.gz |
277.2 KiB |
0.1-5 |
rolling linux/noble R-4.5 | mFilter_0.1-5.tar.gz |
277.2 KiB |
0.1-5 |
rolling source/ R- | mFilter_0.1-5.tar.gz |
186.7 KiB |
0.1-5 |
latest linux/jammy R-4.5 | mFilter_0.1-5.tar.gz |
277.2 KiB |
0.1-5 |
latest linux/noble R-4.5 | mFilter_0.1-5.tar.gz |
277.2 KiB |
0.1-5 |
latest source/ R- | mFilter_0.1-5.tar.gz |
186.7 KiB |
0.1-5 |
2026-04-26 source/ R- | mFilter_0.1-5.tar.gz |
186.7 KiB |
0.1-5 |
2026-04-23 source/ R- | mFilter_0.1-5.tar.gz |
186.7 KiB |
0.1-5 |
2026-04-09 windows/windows R-4.5 | mFilter_0.1-5.zip |
280.5 KiB |
0.1-5 |
2025-04-20 source/ R- | mFilter_0.1-5.tar.gz |
186.7 KiB |