[R] Help request from Ph.D. Students

Mohammed Ouassou mohammed.ouassou at statkart.no
Mon Jan 11 15:43:04 CET 2016

Try DLM package :

 dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models


On Mon, 2016-01-11 at 13:07 +0100, Franklin Bretschneider wrote:
> Re:
> > 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,
> Frank
> ------
> Franklin Bretschneider
> Dept of Biology
> Utrecht University
> bretschr at xs4all.nl
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list