Robust Trend-Cycle Decomposition for Macroeconomic Time Series

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Documentation for package ‘MacroFilters’ version 0.2.1

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

autoplot.macrofilter	Plot a macrofilter decomposition with ggplot2
bhp_filter	Boosted HP Filter
es_gdp	Spain Real GDP — FRED Vintage
fr_gdp	France Real GDP — FRED Vintage
hamilton_filter	Hamilton Filter
hp_filter	Hodrick-Prescott Filter (Sparse Matrix Implementation)
mbh_filter	MacroBoost Hybrid (MBH) Filter
us_gdp_vintage	US Real GDP — FRED Vintage