Real-Time Signal Extraction (Direct Filter Approach)


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Documentation for package ‘signalextraction’ version 2.0.3

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signalextraction-package Direct Filter Approach
coef.dfa ARMA-coefficients for the Direct Filter Approach's Output
dfa Direct Filter Approach
fit Example of an object of class dfa
fitted.dfa Fitted Values of the Direct Filter Approach's Output
outsamp Out of Sample Method for the Direct Filter Approach
plot.dfa Graphical Visualization of the Direct Filter Approach's Output
signalextraction Direct Filter Approach
x Business Survey Data