[R] Help request from Ph.D. Students

Franklin Bretschneider bretschr at xs4all.nl
Mon Jan 11 13:07:15 CET 2016



> Dear All,
> I am Ph.D. student in Econometrics. My thesis is about "Linear Filtering on a Time Series"  which R has already a nice package, namely "Filter". This package is really helpful for my study. But, I really help from you to create two filter using with "filter" package.
> I want to create two filter desribed in attachment (effects word file) using "filter" package. But, I dont know how?
> I really need your reply,
> Sincerely,
> Alpay KOCAK
> (etc...)

I don't know a package called "filter", but a function "filter" is in the "stats" package
There are however more packages to filter time data. I use "signal", which also has a "filter" function in addition to functions to design filters yourself (from simple first-order to higher-order butterworth etc).
This package is intended to filter (electrical) signals, but might be used for any time series.
In addition, there are several packages for the analysis of seasonal data. You might search CRAN for the names.
Success and
Best Wishes,


Franklin Bretschneider
Dept of Biology
Utrecht University
bretschr at xs4all.nl

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