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.

Version: 0.1-5
Depends: R (≥ 2.2.0), stats
Suggests: tseries, pastecs, locfit, tseriesChaos, tsDyn, forecast
Published: 2019-06-04
DOI: 10.32614/CRAN.package.mFilter
Author: Mehmet Balcilar
Maintainer: Mehmet Balcilar <mehmet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: mFilter results


Reference manual: mFilter.pdf


Package source: mFilter_0.1-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mFilter_0.1-5.tgz, r-oldrel (arm64): mFilter_0.1-5.tgz, r-release (x86_64): mFilter_0.1-5.tgz, r-oldrel (x86_64): mFilter_0.1-5.tgz
Old sources: mFilter archive

Reverse dependencies:

Reverse imports: tspredit
Reverse suggests: BETS, transx


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