Time Series Data Handling

• Integrated support for handling dates and time series data.

• Specialized time series functions and operators: lags, differences, log-differences, moving averages, etc.

• Frequency conversion: various high-to-low and low-to-high.

• Exponential smoothing: single, double, Holt-Winters.

• Hodrick-Prescott filtering.

• Band-pass (frequency) filtering: Baxter-King, Christiano-Fitzgerald fixed length and full sample asymmetric filters.

• Seasonal adjustment: X11, X12-ARIMA, Tramo/Seats, moving average.

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