Package: trendseries 1.4.0

trendseries: Extract Trends from Time Series

Extract trends from monthly and quarterly economic time series. Provides two main functions: augment_trends() for pipe-friendly 'tibble' workflows and extract_trends() for direct time series analysis. Includes established econometric filters such as Hodrick-Prescott (HP), Baxter-King, Christiano-Fitzgerald, and Hamilton, alongside moving averages and smoothing methods. Smart defaults are tuned for common economic frequencies following Ravn and Uhlig (2002) <doi:10.1162/003465302317411604>.

Authors:Vinicius Oike [aut, cre, cph]

trendseries_1.4.0.tar.gz
trendseries_1.4.0.zip(r-4.7)trendseries_1.4.0.zip(r-4.6)trendseries_1.4.0.zip(r-4.5)
trendseries_1.4.0.tgz(r-4.6-any)trendseries_1.4.0.tgz(r-4.5-any)
trendseries_1.4.0.tar.gz(r-4.7-any)trendseries_1.4.0.tar.gz(r-4.6-any)
trendseries_1.4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
trendseries/json (API)

# Install 'trendseries' in R:
install.packages('trendseries', repos = c('https://viniciusoike.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/viniciusoike/trendseries/issues

Pkgdown/docs site:https://viniciusoike.github.io

Datasets:

On CRAN:

Conda:

business-cycledata-analysiseconometricseconomicshp-filterseasonal-adjustmenttime-seriestrend-analysis

6.31 score 2 stars 21 scripts 515 downloads 7 exports 25 dependencies

Last updated from:97166bbe2b. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK194
source / vignettesOK325
linux-release-x86_64OK188
macos-release-arm64OK142
macos-oldrel-arm64OK104
windows-develOK130
windows-releaseOK134
windows-oldrelOK145
wasm-releaseOK165

Exports:augment_trendsdecompose_seriesdeseason_seriesdetrend_seriesdf_to_tsextract_trendsts_to_df

Dependencies:anytimeBHclicpp11data.tabledlmgenericsgluehpfilterlatticelifecyclelubridatemagrittrMatrixmFilterpillarpkgconfigRcppRcppRollrlangtibbletimechangetsboxutf8vctrs

Augmenting Trends
Trend extraction vs decomposition and detrending | A first trend | Multiple time series | Multiple trend methods | Finer control | How does augment_trends() compare to the traditional workflow? | What are the alternatives to trendseries? | Summary
Rendered fromaugment-trends.Rmdusingknitr::rmarkdown

Last update: 2026-07-03
Started: 2026-07-03

Decomposing Series
Trend extraction vs decomposition | A first decomposition | STL decomposition | Regression decomposition | Grouped decomposition | Multiplicative seasonality | Other methods | Classical decomposition | Basic structural model | X-13ARIMA-SEATS (seasonal) | Summary
Rendered fromdecompose-series.Rmdusingknitr::rmarkdown

Last update: 2026-07-03
Started: 2026-06-07

Detrending Series
Trend extraction vs detrending | A first detrended series | Detrending does not deseasonalize | Percentage deviations from trend | Comparing detrending methods | Keeping the fitted trend | Grouped detrending | Summary
Rendered fromdetrend-series.Rmdusingknitr::rmarkdown

Last update: 2026-07-03
Started: 2026-07-03

Getting Started with trendseries
What is trendseries? | Why trendseries? | The four functions | augment_trends(): fit a trend | decompose_series(): split into trend, seasonal, and remainder | deseason_series(): remove seasonality | detrend_series(): extract the cycle | extract_trends(): the ts-native interface | Where to go next | Acknowledgements | Getting Help
Rendered fromtrendseries.Rmdusingknitr::rmarkdown

Last update: 2026-07-03
Started: 2025-10-03

Econometric Filters
Henderson and Spencer Moving Averages | The Henderson Filter | The weights | Basic usage | Choosing the window | The Spencer Moving Average | Bandpass Filters: Baxter-King and Christiano-Fitzgerald | Baxter-King Filter | Christiano-Fitzgerald Filter | The Hodrick-Prescott Filter | The smoothing parameter $\lambda$ | The Hamilton Filter | Hamilton vs. HP | All Filters Together | Quick Reference | References
Rendered fromeconometric-filters.Rmdusingknitr::rmarkdown

Last update: 2026-06-07
Started: 2026-05-10

Moving Averages for Trend Analysis
Moving Averages | Simple example | Grouped series | Related methods
Rendered frommoving-averages.Rmdusingknitr::rmarkdown

Last update: 2026-06-07
Started: 2025-09-16

Trend Extraction Methods
The two interfaces | The unified parameter system | Method catalogue | Moving averages | Smoothing methods | Econometric filters | Bandpass filters | Decomposition vs. trend extraction | References
Rendered frommethods.Rmdusingknitr::rmarkdown

Last update: 2026-06-07
Started: 2026-06-07