Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'
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Documentation for package ‘rjd3filters’ version 2.4.0
Help Pages
| *-method | Operations on Filters |
| +-method | Operations on Filters |
| --method | Operations on Filters |
| .jd2r_finitefilters | Java Utility Function |
| /-method | Operations on Filters |
| as.matrix.finite_filters | Print method for Finite Filters Objects |
| cbind.moving_average | Operations on Filters |
| coef.moving_average | Manipulation of moving averages |
| confint_filter | Confidence intervals |
| cp | Diagnostics and goodness of fit of filtered series |
| cv | Diagnostics and goodness of fit of filtered series |
| cve | Diagnostics and goodness of fit of filtered series |
| dfa_filter | Direct Filter Approach |
| df_var | Compute the degrees of freedom for the variance estimator |
| diagnostics-fit | Diagnostics and goodness of fit of filtered series |
| diagnostic_matrix | Compute quality criteria for asymmetric filters |
| filter | Linear Filtering on a Time Series |
| filters_operations | Operations on Filters |
| finite_filters | Manipulating Finite Filters |
| fst | FST criteria |
| fst_filter | Estimation of a filter using the Fidelity-Smoothness-Timeliness criteria |
| get_kernel | Get the coefficients of a kernel |
| get_moving_average | Get Moving Averages from ARIMA model |
| get_properties_function | Get properties of filters |
| implicit_forecasts | Retrieve implicit forecasts corresponding to the asymmetric filters |
| impute_last_obs | Impute Incomplete Finite Filters |
| is.finite_filters | Manipulating Finite Filters |
| is.moving_average | Manipulation of moving averages |
| is_symmetric | Manipulation of moving averages |
| length.moving_average | Manipulation of moving averages |
| localpolynomials | Apply Local Polynomials Filters |
| loocve | Diagnostics and goodness of fit of filtered series |
| lower_bound | Manipulation of moving averages |
| lp_filter | Local Polynomials Filters |
| mirror | Manipulation of moving averages |
| mmsre_filter | Mean Square Revision Error (mmsre) filter |
| moving_average | Manipulation of moving averages |
| mse | Accuracy/smoothness/timeliness criteria through spectral decomposition |
| mse.finite_filters | Accuracy/smoothness/timeliness criteria through spectral decomposition |
| plot_coef | Plots filters properties |
| plot_coef.default | Plots filters properties |
| plot_coef.finite_filters | Plots filters properties |
| plot_coef.moving_average | Plots filters properties |
| plot_filters | Plots filters properties |
| plot_gain | Plots filters properties |
| plot_gain.finite_filters | Plots filters properties |
| plot_gain.moving_average | Plots filters properties |
| plot_phase | Plots filters properties |
| plot_phase.finite_filters | Plots filters properties |
| plot_phase.moving_average | Plots filters properties |
| polynomial_matrix | Create polynomial matrix |
| print-method | Print method for Finite Filters Objects |
| rbind.moving_average | Operations on Filters |
| retailsa | Seasonally Adjusted Retail Sales |
| rev.moving_average | Manipulation of moving averages |
| rkhs_filter | Reproducing Kernel Hilbert Space (RKHS) Filters |
| rkhs_kernel | Get RKHS kernel function |
| rkhs_optimal_bw | Optimal Bandwidth of Reproducing Kernel Hilbert Space (RKHS) Filters |
| rkhs_optimization_fun | Optimization Function of Reproducing Kernel Hilbert Space (RKHS) Filters |
| rt | Diagnostics and goodness of fit of filtered series |
| show-method | Manipulation of moving averages |
| show-method | Print method for Finite Filters Objects |
| simple_ma | Simple Moving Average |
| sum.moving_average | Operations on Filters |
| to_seasonal | Manipulation of moving averages |
| to_seasonal.finite_filters | Manipulating Finite Filters |
| underlying_forecasts | Retrieve underlying forecasts corresponding to the asymmetric filters |
| upper_bound | Manipulation of moving averages |
| var_estimator | Variance Estimator |
| [-method | Operations on Filters |
| [<--method | Operations on Filters |
| ^-method | Operations on Filters |