trendseries: Extract Trends from Time Series
Provides a unified interface to extract trends, cycles, and seasonal components from monthly and quarterly time series using established econometric filters and smoothing methods, with frequency-aware defaults for common economic frequencies.
| Version: | 1.4.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | cli, dlm, hpfilter, lubridate, mFilter, RcppRoll, rlang, stats, tibble, tsbox |
| Suggests: | dplyr, ggplot2 (≥ 4.0.0), knitr, rmarkdown, scales, seasonal, testthat (≥ 3.0.0), tidyr, xts |
| Published: | 2026-07-14 |
| DOI: | 10.32614/CRAN.package.trendseries |
| Author: | Vinicius Oike 
[aut, cre, cph] |
| Maintainer: | Vinicius Oike <viniciusoike at gmail.com> |
| BugReports: | https://github.com/viniciusoike/trendseries/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/viniciusoike/trendseries, https://viniciusoike.github.io/trendseries/ |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | trendseries results |
Documentation:
| Reference manual: | trendseries.html , trendseries.pdf |
| Vignettes: |
Augmenting Trends (source, R code) Decomposing Series (source, R code) Detrending Series (source, R code) Econometric Filters (source, R code) Trend Extraction Methods (source, R code) Moving Averages for Trend Analysis (source, R code) Getting Started with trendseries (source, R code) |
Downloads:
| Package source: | trendseries_1.4.0.tar.gz |
| Windows binaries: | r-devel: trendseries_1.4.0.zip, r-release: trendseries_1.4.0.zip, r-oldrel: trendseries_1.4.0.zip |
| macOS binaries: | r-release (arm64): trendseries_1.4.0.tgz, r-oldrel (arm64): trendseries_1.4.0.tgz, r-release (x86_64): trendseries_1.4.0.tgz, r-oldrel (x86_64): trendseries_1.4.0.tgz |
| Old sources: | trendseries archive |
Reverse dependencies:
| Reverse suggests: | realestatebr |
Linking:
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