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mFilter  

Miscellaneous Time Series Filters
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mFilter", "0.1-5")



Attach the package and use:
library("mFilter")
Maintained by
Mehmet Balcilar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-11-13
Latest Update: 2019-06-04
Description:
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.
How to cite:
Mehmet Balcilar (2006). mFilter: Miscellaneous Time Series Filters. R package version 0.1-5, https://cran.r-project.org/web/packages/mFilter. Accessed 07 Mar. 2026.
Previous versions and publish date:
0.1-1 (2006-11-13 10:27), 0.1-2 (2006-11-14 09:43), 0.1-3 (2007-11-06 10:00), 0.1-4 (2018-09-23 15:50)
Other packages that cited mFilter R package
View mFilter citation profile
Other R packages that mFilter depends, imports, suggests or enhances
Complete documentation for mFilter
Functions, R codes and Examples using the mFilter R package
Some associated functions: bkfilter . bwfilter . cffilter . hpfilter . mFilter-methods . mFilter-package . mFilter . trfilter . unemp . 
Some associated R codes: bkfilter.R . bwfilter.R . cffilter.R . hpfilter.R . mFilter.R . trfilter.R . zzz.R .  Full mFilter package functions and examples
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