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>.

Version:	1.2.0
Depends:	R (≥ 4.1.0)
Imports:	cli, dlm, glue, hpfilter, lubridate, mFilter, RcppRoll, stats, tibble, tsbox
Suggests:	dplyr, ggplot2, knitr, rmarkdown, scales, testthat (≥ 3.0.0), tidyr, xts
Published:	2026-05-02
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:	Moving Averages for Trend Analysis (source, R code) Getting Started with trendseries (source, R code)

Downloads:

Package source:	trendseries_1.2.0.tar.gz
Windows binaries:	r-devel: trendseries_1.2.0.zip, r-release: trendseries_1.2.0.zip, r-oldrel: trendseries_1.2.0.zip
macOS binaries:	r-release (arm64): trendseries_1.2.0.tgz, r-oldrel (arm64): trendseries_1.2.0.tgz, r-release (x86_64): trendseries_1.2.0.tgz, r-oldrel (x86_64): trendseries_1.2.0.tgz
Old sources:	trendseries archive

Reverse dependencies:

Reverse suggests:

realestatebr

Linking:

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