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corbouli  

Corbae-Ouliaris Frequency Domain Filtering
View on CRAN: Click here


Download and install corbouli package within the R console
Install from CRAN:
install.packages("corbouli")

Install from Github:
library("remotes")
install_github("cran/corbouli")

Install by package version:
library("remotes")
install_version("corbouli", "0.1.0")



Attach the package and use:
library("corbouli")
Maintained by
Christos Adam
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-12
Latest Update: 2024-09-12
Description:
Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>, this is a solution for taking into account characteristics of the time series, like business cycles etc. when filtering, both stationary and non-stationary time series.
How to cite:
Christos Adam (2024). corbouli: Corbae-Ouliaris Frequency Domain Filtering. R package version 0.1.0, https://cran.r-project.org/web/packages/corbouli
Previous versions and publish date:
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