- 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.