trendseries: Extract Trends from Time Series
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.
| Version: |
1.7.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
cli, dlm, hpfilter, lubridate, mFilter, RcppRoll, rlang, stats, tibble, tsbox, vctrs |
| Suggests: |
dplyr, ekioplot, ggplot2 (≥ 4.0.0), knitr, rmarkdown, scales, seasonal, testthat (≥ 3.0.0), tidyr, tsibble |
| Published: |
2026-10-01 |
| DOI: |
10.32614/CRAN.package.trendseries |
| Author: |
Vinicius Oike
[aut, cre, cph] |
| Maintainer: |
Vinicius Oike <viniciusoike at gmail.com> |
| BugReports: |
https://github.com/viniciusoike/trendseries/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/viniciusoike/trendseries,
https://viniciusoike.github.io/trendseries/ |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README, NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
trendseries results |
Documentation:
Downloads:
Reverse dependencies:
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