The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel smoother is also built-in as a comparison. The methods of the package are described in Feng, Y., and Gries, T., (2017) < http://groups.uni-paderborn.de/wp-wiwi/RePEc/pdf/ciepap/WP102.pdf>. A current version of the paper that is also referred to in the documentation of the functions is prepared for publication.