[R] Help request from Ph.D. Students
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:
> Dear NECMETTİN ALPAY KOÇAK,
> > 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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