Try DLM package : dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
M.O On Mon, 2016-01-11 at 13:07 +0100, Franklin Bretschneider wrote: > Dear NECMETTİN ALPAY KOÇAK, > > 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 > brets...@xs4all.nl > > ______________________________________________ > R-help@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. ______________________________________________ R-help@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.
