mFilter package

Dear useRs,

Please find the new package mFilter version 0.1-2 on CRAN.

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.


Cheers,

Mehmet Balcilar, PhD
Associate Professor of Econometrics

Cukurova University
College of Economics & Administrative Sciences
Department of Econometrics
Balcali, Adana 01330
Turkey

Tel: +90 (322) 338-7255 (6 lines) Ext. 170
     
Mobile: +90 532 396-0145

Fax: +90 (322) 338-7283
     +90 (322) 338-7284
	     

e-mail:	mbalcilar at yahoo.com 
	mehmet at mbalcilar.net
	mbalcilar at cu.edu.tr

Homepage: http://www.mbalcilar.net