corbouli0.1.3 package

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.

Useful links

• https://github.com/cadam00/corbouli/issues
• https://github.com/cadam00/corbouli
• https://cadam00.github.io/corbouli/