GNU R package providing miscellaneous time series filters

 The package implements several time series filters useful for smoothing and
 extracting trend and cyclical components of a time series. The routines are
 commonly used in economics and finance, however they should also be interest
 to other areas. Currently, Christiano-Fitzgerald, Baxter-King,
 Hodrick-Prescott, Butterworth, and trigonometric regression filters are
 included in the package.