corbouli

Corbae-Ouliaris Frequency Domain Filtering

CRAN Package

Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) doi:10.1017/CBO9781139164863.008, this is a solution for extracting cycles from time series, like business cycles etc. when filtering. This method is valid for both stationary and non-stationary time series.

  • Version0.1.3
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release11/20/2024

Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Suggests5 packages