Miscellaneous time series filters CRAN Task View: Econometrics (http://CRAN.R-project.org/view=Econometrics) CRAN Task View: TimeSeries (http://CRAN.R-project.org/view=TimeSeries) 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. Software Depends: R (>= 2.2.0), stats Suggests: tseries, pastecs, locfit, tseriesChaos, RTisean, tsDyn, forecast Mehmet Balcilar <mbalcilar@yahoo.com> Mehmet Balcilar <mbalcilar@yahoo.com> GPL (>= 2) 2007-11-06 application/tgz http://CRAN.R-project.org/package=mFilter