trendseries
From MaRDI portal
Trendseries
Description
Provides a unified interface to extract trends, cycles, and seasonal components from monthly and quarterly time series using established filters and smoothers from econometrics and signal extraction, with frequency-aware defaults for common economic frequencies. Rolling and year-to-date aggregations are also available, including the compounded accumulation of rates of change.
This page was built for software: trendseries
