corbouli

cranv0.1.5

Corbae-Ouliaris Frequency Domain Filtering. Corbae-Ouliaris frequency domain filtering. According to Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>, this is a solution for extracting cycles from time series, like business cycles etc. when filtering. This method is valid for both stationary and non-stationary time series.

License GPL-3strong copyleft0 versions1 maintainers1 deps80 weekly dl
cadam00/corbouli
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First published · 2025-06-03 08:57:10

Last updated · 2025-06-03T07:50:02+00:00