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Christian Klettner
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README.md

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# Beveridge Nelson Filter
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# Beveridge-Nelson Filter
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This package is a copy of the Beveridge-Nelson Filter R code available at [https://bnfiltering.com/](https://bnfiltering.com/) re-structured
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as a R package for ease of installation and use.
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## Usage
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1. Data preparation, see function `bnfilter::transform_series`: to apply series differencing
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1. Data preparation, see function `bnfilter::transform_series()`: to apply series differencing
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2. Filtering: see function `bnfilter::bnf()`
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3. Plot cycle and cycle confidence interval: see method `plot()`
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3. Plot cycle and cycle confidence interval: see method `bnfilter::plot()`
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4. Extract original, trend, cycle and cycle confidence interval: see method `to.data.frame()`
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4. Extract original, trend, cycle and cycle confidence interval: see method `bnfilter::to.data.frame()`
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## Notes from the authors
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