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 ORCID iD [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:

Reference manual: trendseries.html , trendseries.pdf
Vignettes: Getting Started with trendseries (source, R code)

Downloads:

Package source: trendseries_1.7.0.tar.gz
Windows binaries: r-devel: trendseries_1.4.0.zip, r-release: trendseries_1.4.0.zip, r-oldrel: trendseries_1.4.0.zip
macOS binaries: r-release (arm64): trendseries_1.4.0.tgz, r-oldrel (arm64): trendseries_1.4.0.tgz, r-release (x86_64): trendseries_1.7.0.tgz, r-oldrel (x86_64): trendseries_1.7.0.tgz
Old sources: trendseries archive

Reverse dependencies:

Reverse suggests: realestatebr

Linking:

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